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Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes
Lihua Bai,
Jostein Paulsen
Department of Mathematical Sciences
12
Citations (Scopus)
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Dive into the research topics of 'Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes'. Together they form a unique fingerprint.
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Mathematics
Class
20%
Diffusion Process
67%
Discounting
48%
Dividend
90%
Exceed
16%
Generalise
9%
Generalization
8%
Less than or equal to
18%
Maximise
16%
Policy
69%
Strategy
37%
Transaction Costs
100%