Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalSIAM Journal of Control and Optimization
Volume48
Issue number8
Pages (from-to)4987-5008
Number of pages22
DOIs
Publication statusPublished - 2010

ID: 32644818