Mads Bibow Busborg Nielsen, Suzanne Vissers, “Dividend Restrictions and Asymmetric Information”, SSRN Journal, 2021
Peng Li, Qingbin Meng, Kam C. Yuen, Ming Zhou, “Optimal dividend and risk control policies in the presence of a fixed transaction cost”, Journal of Computational and Applied Mathematics, 388 (2021), 113271
H. Jiang, N.L. Gibson, “Semismooth Newton methods with a shooting-like technique for solving a constrained free-boundary HJB equation”, Journal of Computational and Applied Mathematics, 391 (2021), 113428
Paolo Guasoni, Yu-Jui Huang, Saeed Khalili, “Short Communication: American Student Loans: Repayment and Valuation”, SIAM J. Finan. Math., 12:2 (2021), SC16
Florin Avram, Danijel Grahovac, Ceren Vardar-Acar, “TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems”, ESAIM: PS, 24 (2020), 454
Brahim El Asri, Sehail Mazid, “Zero-Sum Stochastic Differential Game in Finite Horizon Involving Impulse Controls”, Appl Math Optim, 81:3 (2020), 1055
Benjamin Avanzi, Hayden Lau, Bernard Wong, “Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs”, Insurance: Mathematics and Economics, 93 (2020), 315
Irmina Czarna, Adam Kaszubowski, “Optimality of Impulse Control Problem in Refracted Lévy Model with Parisian Ruin and Transaction Costs”, J Optim Theory Appl, 185:3 (2020), 982
Tiziano De Angelis, “Optimal dividends with partial information and stopping of a degenerate reflecting diffusion”, Finance Stoch, 24:1 (2020), 71
Jens Dick-Nielsen, Kristian Risgaard Miltersen, Ramona Westermann, “Personal Taxes and Corporate Cash Holdings”, SSRN Journal, 2020