Optimal dividends under a stochastic interest rate (Q896771)
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scientific article; zbMATH DE number 6520869
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal dividends under a stochastic interest rate |
scientific article; zbMATH DE number 6520869 |
Statements
Optimal dividends under a stochastic interest rate (English)
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14 December 2015
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optimal control
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Hamilton-Jacobi-Bellman equation
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Vasicek model
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geometric Brownian motion
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interest rate
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short rate
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dividends
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0.9089868068695068
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0.8350908756256104
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0.8238251209259033
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0.8221508264541626
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