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Dividend optimization for general diffusions with restricted dividend payment rates |
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| Authors: | Jinxia Zhu |
| Institution: | 1. School of Risk and Actuarial Studies, Australian School of Business, The University of New South Wales, Sydney, Australia.jinxia.zhu@unsw.edu.au |
| Abstract: | |
| Keywords: | bounded dividend rate diffusion threshold strategy optimal dividend value function |