Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs (Q2355355)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6462144
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs |
scientific article; zbMATH DE number 6462144 |
Statements
Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs (English)
0 references
22 July 2015
0 references
dual risk model
0 references
fixed transaction cost
0 references
optimal dividend strategy
0 references
optimal equity issuance strategy
0 references
mixed impulse-singular control
0 references
0 references
0 references
0.9093580842018129
0 references
0.849812388420105
0 references
