Optimal dividend and risk control policies in the presence of a fixed transaction cost

Peng Li, Qingbin Meng, Kam C. Yuen, Ming Zhou. Optimal dividend and risk control policies in the presence of a fixed transaction cost. J. Computational Applied Mathematics, 388:113271, 2021. [doi]

Authors

Peng Li

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Qingbin Meng

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Kam C. Yuen

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Ming Zhou

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