On the smoothness of value functions and the existence of optimal strategies in diffusion models

DOI10.1016/j.jet.2015.03.015zbMath1330.91137OpenAlexW2072026208MaRDI QIDQ900609

Could not fetch data.

Publication date: 22 December 2015

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2015.03.015

zbMATH Keywords

Could not fetch data.

Mathematics Subject Classification ID

Could not fetch data.