OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR (Q3446060)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR |
scientific article |
Statements
OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR (English)
0 references
8 June 2007
0 references
dividends
0 references
first passage time
0 references
Ornstein-Uhlenbeck process
0 references
stochastic impulse control
0 references
taxes
0 references
0 references
0 references
