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20122026
most citedOptimal Dividend and Investment Problems under Sparre Andersen Model

1 citations · 2 across the 5 of their papers we have counts for

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math.OC2012

On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs

Lihua Bai, Jostein Paulsen

In Bai and Paulsen (SIAM J. Control optim. 48, 2010) the optimal dividend problem under transaction costs was analyzed for a rather general class of diffusion processes. It was div…