Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints
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Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints. / Bai, Lihua; Hunting, Martin; Paulsen, Jostein.
I: Finance and Stochastics, Bind 16, Nr. 3, 2012, s. 477-511.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Bai, L, Hunting, M & Paulsen, J 2012, 'Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints', Finance and Stochastics, bind 16, nr. 3, s. 477-511.
APA
Bai, L., Hunting, M., & Paulsen, J. (2012). Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints. Finance and Stochastics, 16(3), 477-511.
Vancouver
Bai L, Hunting M, Paulsen J. Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints. Finance and Stochastics. 2012;16(3):477-511.
Author
Bibtex
@article{e7bf4adb19bc46c998482df6d217f1b3,
title = "Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints",
author = "Lihua Bai and Martin Hunting and Jostein Paulsen",
year = "2012",
language = "English",
volume = "16",
pages = "477--511",
journal = "Finance and Stochastics",
issn = "0949-2984",
publisher = "Springer",
number = "3",
}
RIS
TY - JOUR
T1 - Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints
AU - Bai, Lihua
AU - Hunting, Martin
AU - Paulsen, Jostein
PY - 2012
Y1 - 2012
M3 - Journal article
VL - 16
SP - 477
EP - 511
JO - Finance and Stochastics
JF - Finance and Stochastics
SN - 0949-2984
IS - 3
ER -
ID: 40298820