If it is legal then it almost certainly will need a license. And unless you are a native or are married to a native you will most likely need a local partner who will own 51% of the company. I?ll bet you should also be fluent in Spanish in order to communicate with the girls.
I am familiar with most of the pay for play action in the Caribbean. If you would like to ask a specific question(s) please email me.
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Where are you in The Bahamas, I am in Freeport?