OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR

DOI10.1111/j.1467-9965.2007.00295.xzbMath1278.91179OpenAlexW2136538802MaRDI QIDQ3446060

Fernando Zapatero, Sudipto Sarkar, Abel Cadenillas

Publication date: 8 June 2007

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.2007.00295.x

zbMATH Keywords

Ornstein-Uhlenbeck processfirst passage timetaxesdividendsstochastic impulse control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Financial applications of other theories (91G80) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (39)

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