Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/090773210
Reference16 articles.
1. Optimal harvesting under stochastic fluctuations and critical depensation
2. A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation
3. On the Optimal Stochastic Impulse Control of Linear Diffusions
4. Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
5. OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
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