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20122019
most citedMonotonicity of the value function for a two-dimensional optimal stopping problem

13 citations · 14 across the 5 of their papers we have counts for

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q-fin.PM2018

Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms

Adriana Ocejo

We study the problem of utility maximization from terminal wealth in which an agent optimally builds her portfolio by investing in a bond and a risky asset. The asset price dynamic…