Blar i NHH Brage på forfatter "Alvarez, Luis H."
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Optimal multi-dimensional stochastic harvesting with density-dependent prices
Alvarez, Luis H.; Lungu, Edward; Øksendal, Bernt (Journal article; Peer reviewed, 2016)We prove a verification theorem for a class of singular control problems which model optimal harvesting with density-dependent prices or optimal dividend policy with capitaldependent utilities. The result is applied to ...