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]
@article{LiMYZ21,
title = {Optimal dividend and risk control policies in the presence of a fixed transaction cost},
author = {Peng Li and Qingbin Meng and Kam C. Yuen and Ming Zhou},
year = {2021},
doi = {10.1016/j.cam.2020.113271},
url = {https://doi.org/10.1016/j.cam.2020.113271},
researchr = {https://researchr.org/publication/LiMYZ21},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {388},
pages = {113271},
}