A unified treatment of dividend payment problems under fixed cost and implementation delays
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Publication:966425
DOI10.1007/s00186-009-0292-7zbMath1189.93142arXivmath/0703825OpenAlexW2095315583MaRDI QIDQ966425
Erhan Bayraktar, Masahiko Egami
Publication date: 23 April 2010
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0703825
Optimal stochastic control (93E20) Diffusion processes (60J60) Financial applications of other theories (91G80)
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