Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission (Q2514667)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission |
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Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission (English)
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3 February 2015
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dividend payment
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capital injection
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transaction costs
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geometric Brownian motion
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optimal strategy
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