Liquidity risk and optimal dividend/investment strategies (Q506385)
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scientific article; zbMATH DE number 6679314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Liquidity risk and optimal dividend/investment strategies |
scientific article; zbMATH DE number 6679314 |
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Liquidity risk and optimal dividend/investment strategies (English)
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31 January 2017
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stochastic control
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optimal singular/switching problem
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viscosity solution
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dividend problem
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liquidity constraints
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