Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission (Q2514667): Difference between revisions

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Property / author: Ding Jun Yao / rank
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Property / author: Rong-Ming Wang / rank
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Property / author: Ding Jun Yao / rank
 
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Property / author: Rong-Ming Wang / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL: https://doi.org/10.3934/jimo.2015.11.461 / rank
 
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Property / OpenAlex ID: W2021900981 / rank
 
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Latest revision as of 16:06, 9 July 2024

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Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission
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    Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission (English)
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    3 February 2015
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    dividend payment
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    capital injection
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    transaction costs
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    geometric Brownian motion
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    optimal strategy
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