Optimal dividend policies with random profitability
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Author / Producer
Date
2020-01
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
30 (1)
Pages / Article No.
228 - 259
Publisher
Wiley
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Barrier strategy; Dividend problem; Singular control; Viscosity solutions
Organisational unit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
Notes
Funding
172815 - Asymptotics and Model Uncertainty in Optimal Control (SNF)
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