On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs. / Bai, Lihua; Paulsen, Jostein.
In: Stochastic Processes and Their Applications, Vol. 122, 2012, p. 4005-4027.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Bai, L & Paulsen, J 2012, 'On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs', Stochastic Processes and Their Applications, vol. 122, pp. 4005-4027.
APA
Bai, L., & Paulsen, J. (2012). On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs. Stochastic Processes and Their Applications, 122, 4005-4027.
Vancouver
Bai L, Paulsen J. On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs. Stochastic Processes and Their Applications. 2012;122:4005-4027.
Author
Bibtex
@article{2b20921b0076470fa7569949c21f08f0,
title = "On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs",
author = "Lihua Bai and Jostein Paulsen",
year = "2012",
language = "English",
volume = "122",
pages = "4005--4027",
journal = "Stochastic Processes and their Applications",
issn = "0304-4149",
publisher = "Elsevier BV * North-Holland",
}
RIS
TY - JOUR
T1 - On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs
AU - Bai, Lihua
AU - Paulsen, Jostein
PY - 2012
Y1 - 2012
M3 - Journal article
VL - 122
SP - 4005
EP - 4027
JO - Stochastic Processes and their Applications
JF - Stochastic Processes and their Applications
SN - 0304-4149
ER -
ID: 40579142