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

Lihua Bai, Jostein Paulsen

Research output: Contribution to journalJournal articleResearchpeer-review

10 Citations (Scopus)
Original languageEnglish
JournalStochastic Processes and Their Applications
Volume122
Pages (from-to)4005-4027
Number of pages23
ISSN0304-4149
Publication statusPublished - 2012

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