The impact of negative interest rates on optimal capital injections (Q1799625)
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scientific article; zbMATH DE number 6958585
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The impact of negative interest rates on optimal capital injections |
scientific article; zbMATH DE number 6958585 |
Statements
The impact of negative interest rates on optimal capital injections (English)
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19 October 2018
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negative interest rate
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capital injections
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Markov-switching
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optimal stochastic control
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Hamilton-Jacobi-Bellman equation
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0.7807610630989075
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0.7758313417434692
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0.7562858462333679
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0.755148708820343
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0.724478542804718
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