Jostein Paulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-8396-2448
1 - 2 out of 2Page size: 100
- 2012
- Published
On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs
Bai, L. & Paulsen, Jostein, 2012, In: Stochastic Processes and Their Applications. 122, p. 4005-4027 23 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints
Bai, L., Hunting, M. & Paulsen, Jostein, 2012, In: Finance and Stochastics. 16, 3, p. 477-511 35 p.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 13586035