Pages that link to "Item:Q3446060"

The following pages link to OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR (Q3446060):

Displaying 42 items.

• Market frictions and corporate finance: an overview paper (Q475313) (← links)
• Explicit formula for the optimal government debt ceiling (Q513084) (← links)
• Unintended consequences of the market risk requirement in banking regulation (Q603004) (← links)
• Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
• Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
• On the singular control of exchange rates (Q827148) (← links)
• A unified treatment of dividend payment problems under fixed cost and implementation delays (Q966425) (← links)
• Option pricing with mean reversion and stochastic volatility (Q1011280) (← links)
• Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model (Q1690497) (← links)
• Optimal dividend distribution under Markov regime switching (Q1761453) (← links)
• Dividend optimization for jump-diffusion model with solvency constraints (Q1984693) (← links)
• Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
• Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates (Q2311124) (← links)
• Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
• Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model (Q2397851) (← links)
• Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching (Q2415959) (← links)
• Optimal exchange rates management using stochastic impulse control for geometric Lévy processes (Q2417958) (← links)
• Dividend optimization for regime-switching general diffusions (Q2513600) (← links)
• Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy (Q2520453) (← links)
• On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
• Optimal control problem for an insurance surplus model with debt liability (Q2875739) (← links)
• Impulse Stochastic Control for the Optimization of the Dividend Payments of the Compound Poisson Risk Model Perturbed by Diffusion (Q2905357) (← links)
• EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY (Q2976130) (← links)
• MANAGING CORPORATE LIQUIDITY: STRATEGIES AND PRICING IMPLICATIONS (Q3006610) (← links)
• Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes (Q3077749) (← links)
• OPTIMAL DIVIDEND POLICY AND STOCK PRICES (Q3304212) (← links)
• Dividend optimization for general diffusions with restricted dividend payment rates (Q4576916) (← links)
• Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
• Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty (Q4635250) (← links)
• Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (Q4906410) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
• Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching (Q5145602) (← links)
• Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
• Optimal dividend strategy with transaction costs for an upward jump model (Q5245418) (← links)
• Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs (Q5426464) (← links)
• CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (Q5472784) (← links)
• Optimal dividend payout under stochastic discounting (Q6054423) (← links)
• Optimal cash management using impulse control (Q6135894) (← links)
• Learning to reflect: a unifying approach for data-driven stochastic control strategies (Q6565314) (← links)
• Earnings mean reversion and dynamic optimal capital structure (Q6592296) (← links)
• The solution to an impulse control problem motivated by optimal harvesting (Q6627020) (← links)