Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes
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Standard
Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes. / Bai, Lihua; Paulsen, Jostein.
I: SIAM Journal of Control and Optimization, Bind 48, Nr. 8, 2010, s. 4987-5008.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Bai, L & Paulsen, J 2010, 'Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes', SIAM Journal of Control and Optimization, bind 48, nr. 8, s. 4987-5008. https://doi.org/10.1137/090773210
APA
Bai, L., & Paulsen, J. (2010). Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes. SIAM Journal of Control and Optimization, 48(8), 4987-5008. https://doi.org/10.1137/090773210
Vancouver
Bai L, Paulsen J. Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes. SIAM Journal of Control and Optimization. 2010;48(8):4987-5008. https://doi.org/10.1137/090773210
Author
Bibtex
@article{9d4f9a78dc1b47c2998c820e18794adc,
title = "Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes",
author = "Lihua Bai and Jostein Paulsen",
year = "2010",
doi = "10.1137/090773210",
language = "English",
volume = "48",
pages = "4987--5008",
journal = "SIAM Journal of Control and Optimization",
number = "8",
}
RIS
TY - JOUR
T1 - Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes
AU - Bai, Lihua
AU - Paulsen, Jostein
PY - 2010
Y1 - 2010
U2 - 10.1137/090773210
DO - 10.1137/090773210
M3 - Journal article
VL - 48
SP - 4987
EP - 5008
JO - SIAM Journal of Control and Optimization
JF - SIAM Journal of Control and Optimization
IS - 8
ER -
ID: 32644818