Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints (Q1761455)
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English | Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints |
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Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints (English)
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15 November 2012
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optimal dividends
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general diffusion
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solvency constraint
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quasi-variational inequalities
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lump sum dividend barrier strategy
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