Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem
Work
Year: 1989
Type: article
Authors H. Meté Soner, Steven E. Shreve
Institution Carnegie Mellon University
Cites: 32
Cited by: 133
Related to: 10
FWCI: 5.663
Citation percentile (by year/subfield): 94.92
Subfield: Finance
Domain: Social Sciences
Open Access status: closed