Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints

Author:

Bai Lihua,Hunting Martin,Paulsen Jostein

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Finance,Statistics and Probability

Reference13 articles.

1. Ames, W.F.: Numerical Methods for Partial Differential Equations, 2nd edn. Academic Press, New York (1977)

2. Harrison, J.T., Sellke, T.M., Taylor, A.J.: Impulse control of Brownian motion. Math. Oper. Res. 8, 454–466 (1983)

3. Karatzas, I., Shreve, S.E.: Brownian Motion and Stochastic Calculus. Springer, New York (1988)

4. Karlin, S., Taylor, H.M.: A Second Course in Stochastic Processes. Academic Press, New York (1981)

5. Graduate Studies in Mathematics;N.V. Krylov,1996

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