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Numerical analysis of a free-boundary singular control problem in financial economics

, , and . Journal of Economic Dynamics and Control, 21 (2-3): 297--327 (00 1997)

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Optimal consumption and portfolio rules with durability and habit formation, , and . Journal of Economic Dynamics and Control, 21 (2-3): 525--550 (00 1997)Numerical analysis of a free-boundary singular control problem in financial economics, , and . Journal of Economic Dynamics and Control, 21 (2-3): 297--327 (00 1997)