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