Optimal dividend policies with transaction costs for a class of diffusion processes (Q3083252)
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scientific article; zbMATH DE number 5868661
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| English | Optimal dividend policies with transaction costs for a class of diffusion processes |
scientific article; zbMATH DE number 5868661 |
Statements
Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes (English)
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21 March 2011
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optimal dividends
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diffusion process
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quasi-variational inequalities
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lump sum dividend barrier strategy
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0.8772304058074951
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0.8711625933647156
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0.8669917583465576
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0.8465151190757751
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