Optimal dividend payout under stochastic discounting (Q6054423)
From MaRDI portal
scientific article; zbMATH DE number 7743074
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal dividend payout under stochastic discounting |
scientific article; zbMATH DE number 7743074 |
Statements
Optimal dividend payout under stochastic discounting (English)
0 references
28 September 2023
0 references
CIR model
0 references
free boundary problems
0 references
optimal stopping
0 references
optimal dividend
0 references
stochastic interest rates
0 references
singular control
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references