Optimization of investment-dividend problem in a diffusion model with transaction costs and investment constraints

DOI10.3969/J.ISSN.1001-4268.2017.02.004MaRDI QIDQ3131126zbMATHFDO

Authors Manman Li, Zaiming Liu

Publication date 29 January 2018

zbMATH Keywords

transaction costsquasi-variational inequalitiesinvestment constraintsregular-impulse control

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

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Cited in

(3)

• scientific article; zbMATH DE number 5283952 (Why is no real title available?)
• scientific article; zbMATH DE number 6002488 (Why is no real title available?)
• Optimal investment with transaction costs and dividends for an insurer

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