Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes (Q3083252)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes
scientific article

    Statements

    Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes (English)
    0 references
    0 references
    0 references
    21 March 2011
    0 references
    optimal dividends
    0 references
    diffusion process
    0 references
    quasi-variational inequalities
    0 references
    lump sum dividend barrier strategy
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references