Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes (Q2666682)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes |
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Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes (English)
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23 November 2021
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time-inconsistent optimal control
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non-exponential discounting
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equilibrium periodic dividend strategy
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extended HJB system of equations
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Lévy process
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