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Special Semester on Stochastics with Emphasis on Finance
Linz, September 2008 - December 2008
Presentation: Optimal dividend payments and reinvestments of diffusion processes with both fixed and proportional costs

Workshop: Optimization and Optimal Control

Time: Mon, October 20, 2008, 10:50-11:40

Speaker: Jostein Paulsen

Abstract (pdf, 26 KB)

Presentation slides (pdf, 1.3 MB)

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