Optimal dividend and capital structure with debt covenants
DOI10.1007/s10957-020-01760-4zbMath1465.91126OpenAlexW3016379773MaRDI QIDQ2025293
Vathana Ly Vath, Etienne Chevalier, Alexandre F. Roch
Publication date: 11 May 2021
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-020-01760-4
optimal stoppingviscosity solutionsbankruptcysingular controlssystem of variational inequalitiesdebt covenants
Stopping times; optimal stopping problems; gambling theory (60G40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Corporate finance (dividends, real options, etc.) (91G50) Credit risk (91G40)
Related Items (1)
Cites Work
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