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Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints.
Lihua Bai
Martin Hunting
Jostein Paulsen
Published in:
Finance Stochastics (2012)
Keyphrases
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diffusion processes
transaction costs
diffusion process
dynamic programming
denoising
partial differential equations
information diffusion
social media
text mining
diffusion tensor
scale spaces
nonlinear diffusion