Optimal financing and dividend strategies in a dual model with proportional costs (Q620016)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal financing and dividend strategies in a dual model with proportional costs |
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Optimal financing and dividend strategies in a dual model with proportional costs (English)
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19 January 2011
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dual risk model
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dividend payment
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equity issuance
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proportional transaction costs
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optimal strategy
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Hamilton-Jacobi-Bellman equation
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