Optimal dividend payout under stochastic discounting (Q6054423)
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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)
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28 September 2023
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CIR model
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free boundary problems
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optimal stopping
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optimal dividend
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stochastic interest rates
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singular control
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