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Optimal Investment with Taxes: An Optimal Control Problem with Endogenous Delay

Elyès Jouini (), Pf. Koehl and Nizar Touzi
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Pf. Koehl: Crest
Nizar Touzi: Crest

No 97-44, Working Papers from Center for Research in Economics and Statistics

Date: 1997
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Related works:
Working Paper: Optimal investment with taxes: an optimal control problem with endogeneous delay (1999)
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