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. - Springer. - Vol. 16.2012, 3, p. 477-511
|
Publisher: |
Springer |
Subject: | Optimal dividends | General diffusion | Solvency constraint | Quasi-variational inequalities | Lump sum dividend barrier strategy |
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