On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs (Q713215): Difference between revisions

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+W2018111626
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+.5206
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@@ Property / cites work @@
+Optimal harvesting under stochastic fluctuations and critical depensation
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+Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints
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+Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes
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+Q3150773
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+A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions
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+Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs
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+Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs
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