Gwee, Justin

Number of items: 2.
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  • Gwee, Justin (2024). Singular stochastic control in risk-sensitive optimisation and equilibrium asset pricing with proportional transaction costs [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.00004852
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  • Gwee, Justin, Zervos, Mihail (2026). A risk-sensitive ergodic singular stochastic control problem. SIAM Journal on Control and Optimization, [In Press] picture_as_pdf