Stochastic optimal control on dividend policies with bankruptcy
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Publication:5238199
DOI10.1080/02331934.2019.1582049zbMath1479.91435OpenAlexW2923558646MaRDI QIDQ5238199
Publication date: 28 October 2019
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2019.1582049
optimal controlHJB equationvalue functionbankruptcy model with recovery rateprocess of reserve asset
Optimal stochastic control (93E20) Corporate finance (dividends, real options, etc.) (91G50) Actuarial mathematics (91G05)
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