Optimal strategies in a risky debt context (Q3396068): Difference between revisions

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+Reward functionals, salvage values, and optimal stopping
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+A problem of singular stochastic control with discretionary stopping
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+Optimal dividend policy and growth option
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+Term Structures of Credit Spreads with Incomplete Accounting Information
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+Optimal partially reversible investment with entry decision and general production function
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+Optimization of the flow of dividends
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+Q4039796
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+Perpetual options and Canadization through fluctuation theory
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+Optimal stopping for a diffusion with jumps
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+Stochastic optimisation and control applied to finance
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+Q4172681
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+A mixed singular/switching control problem for a dividend policy with reversible technology investment
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+On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems
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