On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

10 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Stochastic Processes and Their Applications
Vol/bind	122
Sider (fra-til)	4005-4027
Antal sider	23
ISSN	0304-4149
Status	Udgivet - 2012

Citationsformater

@article{2b20921b0076470fa7569949c21f08f0,

title = "On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs",

author = "Lihua Bai and Jostein Paulsen",

year = "2012",

language = "English",

volume = "122",

pages = "4005--4027",

journal = "Stochastic Processes and their Applications",

issn = "0304-4149",

publisher = "Elsevier BV * North-Holland",

}