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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 85, 2013 - Issue 4: Taksar Memorial Issue
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Original Articles

Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs

Luz R. Sotomayor Department of Risk Management and Insurance, Georgia State University, Atlanta, GA, USA
&
Abel Cadenillas Department of Mathematical and Statistical Sciences, University of Alberta, Edmonton, Canada; Graduate Department of Financial Engineering, Ajou University, Suwon, South KoreaCorrespondence[email protected]
Pages 707-722 | Received 03 Mar 2013, Accepted 19 Mar 2013, Published online: 30 May 2013

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