Optimal dividend and equity issuance problem with proportional and fixed transaction costs (Q2447412)
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scientific article; zbMATH DE number 6288458
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| English | Optimal dividend and equity issuance problem with proportional and fixed transaction costs |
scientific article; zbMATH DE number 6288458 |
Statements
Optimal dividend and equity issuance problem with proportional and fixed transaction costs (English)
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25 April 2014
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transaction costs
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mixed regular-singular-impulse control
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HJB equation
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optimal dividend
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equity issuance
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0.9093580842018129
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0.898033082485199
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0.8966156840324402
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0.8901532888412476
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0.887076199054718
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