Hiroaki Morimoto. Optimal dividend and risk control in diffusion models with linear costs. In Diethard Klatte, Hans-Jakob Lüthi, 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]
@inproceedings{Morimoto11, title = {Optimal dividend and risk control in diffusion models with linear costs}, author = {Hiroaki Morimoto}, year = {2011}, doi = {10.1007/978-3-642-29210-1_2}, url = {http://dx.doi.org/10.1007/978-3-642-29210-1_2}, researchr = {https://researchr.org/publication/Morimoto11}, cites = {0}, citedby = {0}, pages = {9-14}, booktitle = {Operations Research Proceedings 2011, Selected Papers of the International Conference on Operations Research (OR 2011), August 30 - September 2, 2011, Zurich, Switzerland}, editor = {Diethard Klatte and Hans-Jakob Lüthi and Karl Schmedders}, publisher = {Springer}, isbn = {978-3-642-29210-1}, }