A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT
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Publication:3502160
DOI10.1111/j.1467-9965.2007.00312.xzbMath1147.91025MaRDI QIDQ3502160
Abel Cadenillas, Cristin Buescu, Stanley R. Pliska
Publication date: 22 May 2008
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2007.00312.x
60G40: Stopping times; optimal stopping problems; gambling theory
91G10: Portfolio theory
60J99: Markov processes
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