Original language | English |
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Journal | Stochastic Processes and Their Applications |
Volume | 122 |
Pages (from-to) | 4005-4027 |
Number of pages | 23 |
ISSN | 0304-4149 |
Publication status | Published - 2012 |
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 journal › Journal article › Research › peer-review
10
Citations
(Scopus)