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

DOI10.3969/J.ISSN.1001-4268.2017.02.004zbMATH Open1389.91123MaRDI QIDQ3131126FDOQ3131126

Authors: Manman Li, Zaiming Liu 

Publication date: 29 January 2018

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zbMATH Keywords

transaction costsquasi-variational inequalitiesinvestment constraintsregular-impulse control

Mathematics Subject Classification ID

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

Cited In (3)

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• Optimal investment with transaction costs and dividends for an insurer

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