Jostein Paulsen

Jostein Paulsen

Professor


Publication year:
  1. 2012
  2. 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 journalJournal articleResearchpeer-review

  3. 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 journalJournal articleResearchpeer-review

ID: 13586035