The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes. - Imen Ben Tahar; H. Mete Soner; Nizar Touzi (SIAM J. Control. Optim., 2007)

Merton Problem with Taxes: Characterization, Computation, and Approximation. - Imen Ben Tahar; H. Mete Soner; Nizar Touzi (SIAM J. Financial Math., 2010)