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Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints
Bai, Lihua; Hunting, Martin; Paulsen, Jostein - In: Finance and stochastics 16 (2012) 3, pp. 477-511
Persistent link: https://www.econbiz.de/10009562296
Cover Image
Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints
Bai, Lihua; Hunting, Martin; Paulsen, Jostein - In: Finance and stochastics 16 (2012) 3, pp. 477-512
Persistent link: https://www.econbiz.de/10009983147
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Risk measures based on behavioural economics theory
Mao, Tiantian; Cai, Jun - In: Finance and stochastics 22 (2018) 2, pp. 367-393
Persistent link: https://www.econbiz.de/10011945793