Market frictions and corporate finance: an overview paper
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Publication:475313
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Cites work
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 3342557 (Why is no real title available?)
- An explicit formula for the Skorokhod map on \([0,a]\)
- Boundary crossing probability for Brownian motion and general boundaries
- Controlling risk exposure and dividends payout schemes: Insurance company example
- Corporate portfolio management
- Firm behaviour under the threat of liquidation
- Optimal dividend distribution under Markov regime switching
- Optimal dividend policy with random interest rates
- Optimal risk and liquidity management with costly refinancing opportunities
- Optimization of the flow of dividends
- Risk vs. profit potential:
- Super contact and related optimality conditions
- The Semimartingale Structure of Reflecting Brownian Motion
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