Oleksii Mostovyi, Mihai Sirbu and Thaleia Zariphopoulou: On the analyticity of the value function in optimal investment and stochastically dominant markets (PAFA) 


  Volume 9, Number 3, 825-862, 2024

On the analyticity of the value function in optimal investment and stochastically dominant markets

Oleksii Mostovyi, Mihai Sîrbu and Thaleia Zariphopoulou




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