Optimal dividend policies with random profitability


METADATA ONLY
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Date

2020-01

Publication Type

Journal Article

ETH Bibliography

yes

Citations

Altmetric
METADATA ONLY

Data

Rights / License

Publication status

published

Editor

Book title

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) check_circle

Notes

Funding

172815 - Asymptotics and Model Uncertainty in Optimal Control (SNF)

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