On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs (Q713215)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs |
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On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs (English)
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26 October 2012
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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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two-level lump sum dividend barrier strategy
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