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

Research output: Contribution to journalJournal articlepeer-review

Original languageEnglish
JournalStochastic Processes and Their Applications
Volume122
Pages (from-to)4005-4027
Number of pages23
ISSN0304-4149
Publication statusPublished - 2012

ID: 40579142