Optimal payout policy in presence of downside risk (Q1014300)
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scientific article; zbMATH DE number 5547521
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| English | Optimal payout policy in presence of downside risk |
scientific article; zbMATH DE number 5547521 |
Statements
Optimal payout policy in presence of downside risk (English)
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27 April 2009
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dividend optimization
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downside risk
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impulse control
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jump diffusion
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optimal stopping
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singular stochastic control
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0.8635125160217285
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0.820026695728302
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0.8181857466697693
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0.81662517786026
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