Optimal dividend and risk control in diffusion models with linear costs
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Publication:5176274
DOI10.1007/978-3-642-29210-1_2zbMath1306.91130MaRDI QIDQ5176274
Publication date: 3 March 2015
Published in: Operations Research Proceedings (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-29210-1_2
49J40: Variational inequalities
91G80: Financial applications of other theories
91G10: Portfolio theory
35Q91: PDEs in connection with game theory, economics, social and behavioral sciences
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