On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes

DOI10.1016/J.NAHS.2023.101332zbMath1511.91163arXiv2207.01126MaRDI QIDQ6403868

Kei Noba, José Luis Pérez Garmendia, Harold A. Moreno-Franco, Dante Mata

Publication date: 3 July 2022

Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Corporate finance (dividends, real options, etc.) (91G50)

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