Liquidity risk and optimal dividend/investment strategies
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Cites work
- scientific article; zbMATH DE number 1577097 (Why is no real title available?)
- A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
- A finite horizon optimal multiple switching problem
- A mixed singular/switching control problem for a dividend policy with reversible technology investment
- A model for investment decisions with switching costs.
- A model for optimally advertising and launching a product
- An optimal dividend and investment control problem under debt constraints
- Buy-low and sell-high investment strategies
- Connections between Singular Control and Optimal Switching
- Continuous-time stochastic control and optimization with financial applications
- Controlled diffusion models for optimal dividend pay-out
- Convergent Numerical Scheme for Singular Stochastic Control with State Constraints in a Portfolio Selection Problem
- Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case
- Multi-dimensional BSDE with oblique reflection and optimal switching
- Numerical analysis of a free-boundary singular control problem in financial economics
- Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation
- On the One-Dimensional Optimal Switching Problem
- On the Starting and Stopping Problem: Application in Reversible Investments
- Optimal Switching in an Economic Activity under Uncertainty
- Optimal Switching over Multiple Regimes
- Optimal dividend distribution under Markov regime switching
- Optimal dividend policy and growth option
- Optimal stochastic control, stochastic target problems, and backward SDE.
- Optimization of the flow of dividends
- Singular Optimal Stochastic Controls II: Dynamic programming
- Trend following trading under a regime switching model
- User’s guide to viscosity solutions of second order partial differential equations
- Valuation of energy storage: an optimal switching approach
Cited in
(9)- Optimal risk and liquidity management with costly refinancing opportunities
- Optimal harvesting under marine reserves and uncertain environment
- An optimal dividend and investment control problem under debt constraints
- Optimal dividend and capital structure with debt covenants
- Liquidity management with decreasing returns to scale and secured credit line
- Optimal dividend and risk control policies in the presence of a fixed transaction cost
- A mixed singular/switching control problem for a dividend policy with reversible technology investment
- On a mixed singular/switching control problem with multiple regimes
- Optimal liquidity management and hedging in the presence of a non-predictable investment opportunity
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