The impact of negative interest rates on optimal capital injections (Q1799625)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The impact of negative interest rates on optimal capital injections |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The impact of negative interest rates on optimal capital injections |
scientific article |
Statements
The impact of negative interest rates on optimal capital injections (English)
0 references
19 October 2018
0 references
negative interest rate
0 references
capital injections
0 references
Markov-switching
0 references
optimal stochastic control
0 references
Hamilton-Jacobi-Bellman equation
0 references
0 references
0 references
0.7807610630989075
0 references
0.7758313417434692
0 references
0.7562858462333679
0 references
0.755148708820343
0 references
0.724478542804718
0 references
