Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission (Q2514667): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Ding Jun Yao / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Rong-Ming Wang / rank | |||
Normal rank | |||
Revision as of 10:07, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission |
scientific article |
Statements
Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission (English)
0 references
3 February 2015
0 references
dividend payment
0 references
capital injection
0 references
transaction costs
0 references
geometric Brownian motion
0 references
optimal strategy
0 references
