Optimal dividend and equity issuance problem with proportional and fixed transaction costs (Q2447412)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend and equity issuance problem with proportional and fixed transaction costs |
scientific article |
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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