Optimal dividends under a stochastic interest rate (Q896771)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal dividends under a stochastic interest rate |
scientific article; zbMATH DE number 6520869
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal dividends under a stochastic interest rate |
scientific article; zbMATH DE number 6520869 |
Statements
Optimal dividends under a stochastic interest rate (English)
0 references
14 December 2015
0 references
optimal control
0 references
Hamilton-Jacobi-Bellman equation
0 references
Vasicek model
0 references
geometric Brownian motion
0 references
interest rate
0 references
short rate
0 references
dividends
0 references
0.9089868068695068
0 references
0.8350908756256104
0 references
0.8238251209259033
0 references
0.8221508264541626
0 references
