Equity value, bankruptcy, and optimal dividend policy with finite maturity -- variational inequality approach with discontinuous coefficient
DOI10.1186/S13660-015-0588-5zbMATH Open1318.91193OpenAlexW2136062252WikidataQ59435815 ScholiaQ59435815MaRDI QIDQ2262007FDOQ2262007
Publication date: 16 March 2015
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-015-0588-5
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Cites Work
- Continuous-time stochastic control and optimization with financial applications
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- On an Aleksandrov-Bakel'Man Type Maximum Principle for Second-Order Parabolic Equations
- Parabolic variational inequalities in one space dimension and smoothness of the free boundary
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- Debt-equity swap with finite time horizon -- variational inequality approach
Cited In (2)
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