On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs

Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

OriginalsprogEngelsk
TidsskriftStochastic Processes and Their Applications
Vol/bind122
Sider (fra-til)4005-4027
Antal sider23
ISSN0304-4149
StatusUdgivet - 2012

ID: 40579142