Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes (Q2666682)

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Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes
scientific article

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    Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes (English)
    23 November 2021
    time-inconsistent optimal control
    non-exponential discounting
    equilibrium periodic dividend strategy
    extended HJB system of equations
    Lévy process

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