Academic Journal
On the smoothness of value functions and the existence of optimal strategies in diffusion models
| العنوان: | On the smoothness of value functions and the existence of optimal strategies in diffusion models |
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| المؤلفون: | Strulovici, Bruno, Szydlowski, Martin |
| المساهمون: | NSF, Alfred P. Sloan Foundation |
| المصدر: | Journal of Economic Theory ; volume 159, page 1016-1055 ; ISSN 0022-0531 |
| بيانات النشر: | Elsevier BV |
| سنة النشر: | 2015 |
| المجموعة: | ScienceDirect (Elsevier - Open Access Articles via Crossref) |
| نوع الوثيقة: | article in journal/newspaper |
| اللغة: | English |
| DOI: | 10.1016/j.jet.2015.03.015 |
| الاتاحة: | http://dx.doi.org/10.1016/j.jet.2015.03.015 https://api.elsevier.com/content/article/PII:S0022053115000587?httpAccept=text/xml https://api.elsevier.com/content/article/PII:S0022053115000587?httpAccept=text/plain |
| Rights: | https://www.elsevier.com/tdm/userlicense/1.0/ ; http://www.elsevier.com/open-access/userlicense/1.0/ |
| رقم الانضمام: | edsbas.11AD2BEB |
| قاعدة البيانات: | BASE |
| DOI: | 10.1016/j.jet.2015.03.015 |
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