Optimal payout policy in presence of downside risk (Q1014300): Difference between revisions

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Optimal payout policy in presence of downside risk
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    Optimal payout policy in presence of downside risk (English)
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    27 April 2009
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    dividend optimization
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    downside risk
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    impulse control
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    jump diffusion
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    optimal stopping
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    singular stochastic control
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