Optimal dividend and risk control in diffusion models with linear costs

Hiroaki Morimoto. Optimal dividend and risk control in diffusion models with linear costs. In Diethard Klatte, Hans-Jakob L├╝thi, Karl Schmedders, editors, Operations Research Proceedings 2011, Selected Papers of the International Conference on Operations Research (OR 2011), August 30 - September 2, 2011, Zurich, Switzerland. pages 9-14, Springer, 2011. [doi]

Abstract

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