Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin (Q2807687)
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scientific article; zbMATH DE number 6584899
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin |
scientific article; zbMATH DE number 6584899 |
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Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin (English)
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25 May 2016
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dividend
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dual model
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equity issuance
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HJB equation
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transaction costs
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