Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints (Q1761455)

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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 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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