A singular control model with application to the goodwill problem

Jack, Andrew; Johnson, Timothy; and Zervos, MihailORCID logo (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
Departments Mathematics
DOI 10.1016/j.spa.2008.01.001
Date Deposited 19 Dec 2008 09:22
URI https://researchonline.lse.ac.uk/id/eprint/21768

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