Optimal dividend and equity issuance problem with proportional and fixed transaction costs (Q2447412): Difference between revisions

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Revision as of 00:04, 20 March 2024

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Optimal dividend and equity issuance problem with proportional and fixed transaction costs
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    Optimal dividend and equity issuance problem with proportional and fixed transaction costs (English)
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    25 April 2014
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    transaction costs
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    mixed regular-singular-impulse control
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    HJB equation
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    optimal dividend
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    equity issuance
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