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Optimal dividend policies with transaction costs for a class of jump-diffusion processes
Martin Hunting,
Jostein Paulsen
Department of Mathematical Sciences
14
Citations (Scopus)
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Dive into the research topics of 'Optimal dividend policies with transaction costs for a class of jump-diffusion processes'. Together they form a unique fingerprint.
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Business & Economics
Assets
10%
Barrier Strategy
26%
Compound Poisson Process
25%
Costs
6%
Dividend Policy
80%
Dividends
46%
Jump
80%
Jump-diffusion Process
92%
Optimal Dividends
99%
Optimal Policy
32%
Payment
25%
Regularity
17%
Ruin
21%
Shareholders
13%
Transaction Costs
100%
Mathematics
Class
20%
Compound Poisson Process
22%
Costs
12%
Directly proportional
15%
Dividend
89%
Immediately
17%
Jump
57%
Jump-diffusion Process
95%
Maximise
16%
Numerical Examples
10%
Optimal Policy
40%
Policy
68%
Regularity
12%
Restriction
11%
Strategy
12%
Transaction Costs
98%
Verify
14%