ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (Q4563782)

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scientific article; zbMATH DE number 6880341
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ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS
scientific article; zbMATH DE number 6880341

    Statements

    ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (English)
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    4 June 2018
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    Brownian motion
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    stochastic control
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    dividends
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    hybrid strategies
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    barrier strategies
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    transaction costs
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