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

Lihua Bai, Martin Hunting, Jostein Paulsen. Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints. Finance and Stochastics, 16(3):477-511, 2012. [doi]

Authors

Lihua Bai

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Martin Hunting

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Jostein Paulsen

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