OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR (Q3446060): Difference between revisions
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Revision as of 02:02, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR |
scientific article |
Statements
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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