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On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs |
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| Authors: | Lihua Bai Jostein Paulsen |
| Institution: | 1. Department of Mathematical Sciences and LPMC, Nankai University, China;2. Department of Mathematical Sciences, University of Copenhagen, Denmark |
| Abstract: | |
| Keywords: | 49N25 93E20 91B28 60J70 |
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