Optimal financing and dividend strategies in a dual model with proportional costs (Q620016)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal financing and dividend strategies in a dual model with proportional costs |
scientific article; zbMATH DE number 5838582
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal financing and dividend strategies in a dual model with proportional costs |
scientific article; zbMATH DE number 5838582 |
Statements
Optimal financing and dividend strategies in a dual model with proportional costs (English)
0 references
19 January 2011
0 references
dual risk model
0 references
dividend payment
0 references
equity issuance
0 references
proportional transaction costs
0 references
optimal strategy
0 references
Hamilton-Jacobi-Bellman equation
0 references
