Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes

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

21 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	SIAM Journal of Control and Optimization
Vol/bind	48
Udgave nummer	8
Sider (fra-til)	4987-5008
Antal sider	22
DOI	https://doi.org/10.1137/090773210
Status	Udgivet - 2010

Adgang til dokumentet

@article{9d4f9a78dc1b47c2998c820e18794adc,

title = "Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes",

author = "Lihua Bai and Jostein Paulsen",

year = "2010",

doi = "10.1137/090773210",

language = "English",

volume = "48",

pages = "4987--5008",

journal = "SIAM Journal of Control and Optimization",

number = "8",

}