Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs (Q3399242)

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Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs
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    Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs (English)
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    29 September 2009
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    optimal dividends
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    diffusion models
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    impulse control
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    barrier strategy
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