Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs
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Publication:2355355
DOI10.1007/s10255-015-0474-4zbMath1317.90314OpenAlexW1462545803MaRDI QIDQ2355355
Publication date: 22 July 2015
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-015-0474-4
fixed transaction costdual risk modeloptimal dividend strategymixed impulse-singular controloptimal equity issuance strategy
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