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Shreve, S. E.; Soner, H. M.; Xu, G.-L. Optimal investment and consumption with two bonds and transaction costs. (English) Zbl 0900.90049 Math. Finance 1, No. 3, 53-84 (1991). MSC: 91B28 PDFBibTeX XMLCite \textit{S. E. Shreve} et al., Math. Finance 1, No. 3, 53--84 (1991; Zbl 0900.90049) Full Text: DOI
Soner, H. M.; Shreve, S. E. A free boundary problem related to singular stochastic control: The parabolic case. (English) Zbl 0746.35058 Commun. Partial Differ. Equations 16, No. 2-3, 373-424 (1991). Reviewer: S.Lenhart (Knoxville) MSC: 35R35 93E20 35K85 35B37 90C39 PDFBibTeX XMLCite \textit{H. M. Soner} and \textit{S. E. Shreve}, Commun. Partial Differ. Equations 16, No. 2--3, 373--424 (1991; Zbl 0746.35058) Full Text: DOI