OPTIMAL DIVIDEND POLICY AND STOCK PRICES

DOI10.1142/S0219024920500235zbMath1447.91179OpenAlexW3023215783MaRDI QIDQ3304212

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Publication date: 5 August 2020

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024920500235

zbMATH Keywords

stochastic processcash flowcontingent claimoptimal dividend policyMarkov controlcapital budget

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

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• Optimal dividend and issuance of equity policies in the presence of proportional costs
• Intertemporal surplus management
• OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
• Optimal Control of Stochastic Partial Differential Equations
• Optimization of the flow of dividends