Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints
Year of publication: |
2012
|
---|---|
Authors: | Bai, Lihua ; Hunting, Martin ; Paulsen, Jostein |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 16.2012, 3, p. 477-512
|
Saved in:
Saved in favorites
Similar items by person
-
Bai, Lihua, (2012)
-
Bai, Lihua, (2012)
-
Optimal dividend policies with transaction costs for a class of jump-diffusion processes
Hunting, Martin, (2013)
- More ...