ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (Q4563782)
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scientific article; zbMATH DE number 6880341
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS |
scientific article; zbMATH DE number 6880341 |
Statements
ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (English)
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4 June 2018
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Brownian motion
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stochastic control
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dividends
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hybrid strategies
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barrier strategies
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transaction costs
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