EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY
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Publication:2976130
DOI10.1142/S0219024917500121zbMath1360.91162OpenAlexW3121842982MaRDI QIDQ2976130
Publication date: 13 April 2017
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024917500121
risk aversionrisk premiumjump-diffusion processoptimal dividend policyaggregate consumptionequilibrium equity priceresumption of dividends
Optimal stochastic control (93E20) Portfolio theory (91G10) Actuarial science and mathematical finance (91G99)
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