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A singular control model with application to the goodwill problem

Jack, Andrew, Johnson, Timothy and Zervos, Mihail (2008) A singular control model with application to the goodwill problem. Stochastic processes and their applications, 118 (11). pp. 2098-2124. ISSN 0304-4149

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Item Type: Article
Official URL: http://www.sciencedirect.com/science/journal/03044...
Additional Information: © 2008 Elsevier
Library of Congress subject classification: Q Science > QA Mathematics
Sets: Departments > Mathematics
Rights: http://www.lse.ac.uk/library/rights/LSERO.htm
URL: http://eprints.lse.ac.uk/21768/

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