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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]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Optimal dividend policies with transaction costs for a class of jump-diffusion processesMartin Hunting, Jostein Paulsen. fs, 17(1):73-106, 2013. [doi] Optimal Dividend Policies with Transaction Costs for a Class of Diffusion ProcessesLihua Bai, Jostein Paulsen. siamco, 48(8):4987-5008, 2010. [doi] Optimal dividend payouts for diffusions with solvency constraintsJostein Paulsen. fs, 7(4):457-473, 2003. [doi]
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