Optimal strategies in a risky debt context (Q3396068): Difference between revisions

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+Monique Pontier
@@ Property / author: Monique Pontier / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442500902917433
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@@ Property / OpenAlex ID @@
+W2016786214
@@ Property / OpenAlex ID: W2016786214 / rank @@
+Normal rank
@@ Property / cites work @@
+Reward functionals, salvage values, and optimal stopping
+Normal rank
@@ Property / cites work @@
+A problem of singular stochastic control with discretionary stopping
+Normal rank
@@ Property / cites work @@
+Optimal dividend policy and growth option
@@ Property / cites work: Optimal dividend policy and growth option / rank @@
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@@ Property / cites work @@
+Term Structures of Credit Spreads with Incomplete Accounting Information
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@@ Property / cites work @@
+Optimal partially reversible investment with entry decision and general production function
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@@ Property / cites work @@
+Optimization of the flow of dividends
@@ Property / cites work: Optimization of the flow of dividends / rank @@
+Normal rank
@@ Property / cites work @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
+Normal rank
@@ Property / cites work @@
+Perpetual options and Canadization through fluctuation theory
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@@ Property / cites work @@
+Optimal stopping for a diffusion with jumps
@@ Property / cites work: Optimal stopping for a diffusion with jumps / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic optimisation and control applied to finance
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@@ Property / cites work @@
+Q4172681
@@ Property / cites work: Q4172681 / rank @@
+Normal rank
@@ Property / cites work @@
+A mixed singular/switching control problem for a dividend policy with reversible technology investment
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@@ Property / cites work @@
+On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems
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