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Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.2007.00295.x / rank
 
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Latest revision as of 20:57, 25 June 2024

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OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
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    OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR (English)
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    8 June 2007
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    dividends
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    first passage time
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    Ornstein-Uhlenbeck process
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    stochastic impulse control
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    taxes
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