Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs (Q2355355)
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scientific article; zbMATH DE number 6462144
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| English | Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs |
scientific article; zbMATH DE number 6462144 |
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Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs (English)
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22 July 2015
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dual risk model
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fixed transaction cost
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optimal dividend strategy
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optimal equity issuance strategy
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mixed impulse-singular control
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0.9093580842018129
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0.849812388420105
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