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On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs
Bai, Lihua; Paulsen, Jostein - In: Stochastic Processes and their Applications 122 (2012) 12, pp. 4005-4027
In Bai and Paulsen [L. Bai, J. Paulsen, Optimal dividend policies with transaction costs for a class of diffusion processes, SIAM J. Control Optim. 48 (2010) 4987–5008] the optimal dividend problem under transaction costs was analyzed for a rather general class of diffusion processes. It was...
Persistent link: https://www.econbiz.de/10011065107
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Optimal dividend policies with transaction costs for a class of jump-diffusion processes
Hunting, Martin; Paulsen, Jostein - In: Finance and stochastics 17 (2012) 1, pp. 73-106
Persistent link: https://www.econbiz.de/10010057620