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"On the smoothness of value functions and the existence of optimal ..."

Bruno H. Strulovici, Martin Szydlowski (2015)

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DOI: 10.1016/J.JET.2015.03.015

access: closed

type: Journal Article

metadata version: 2020-02-24

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Bruno H. Strulovici, Martin Szydlowski:
On the smoothness of value functions and the existence of optimal strategies in diffusion models. J. Econ. Theory 159: 1016-1055 (2015)

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