Jostein Paulsen

Publication Activity (10 Years)

Years Active: 2003-2013
Publications (10 Years): 0

Top Topics

Diffusion Process

Transaction Costs

Top Venues

Finance Stochastics

Publications

Martin Hunting, Jostein Paulsen
Optimal dividend policies with transaction costs for a class of jump-diffusion processes. Finance Stochastics 17 (1) (2013)
Lihua Bai, Martin Hunting, Jostein Paulsen
Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints. Finance Stochastics 16 (3) (2012)
Lihua Bai, Jostein Paulsen
Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes. SIAM J. Control. Optim. 48 (8) (2010)
Jostein Paulsen
Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs. SIAM J. Control. Optim. 47 (5) (2008)
Jostein Paulsen
Optimal dividend payouts for diffusions with solvency constraints. Finance Stochastics 7 (4) (2003)