"Optimal Dividend Payments and Reinvestments of Diffusion Processes with ..."

Jostein Paulsen (2008)

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DOI: 10.1137/070691632

access: closed

type: Journal Article

metadata version: 2020-07-09

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Jostein Paulsen:
Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs. SIAM J. Control. Optim. 47(5): 2201-2226 (2008)

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