Optimal dividend policies with random profitability
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Publication:5109988
DOI10.1111/mafi.12223OpenAlexW2795445990WikidataQ127438631 ScholiaQ127438631MaRDI QIDQ5109988
Unnamed Author, Jean-Charles Rochet, Halil Mete Soner
Publication date: 14 May 2020
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.01813
Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Actuarial mathematics (91G05)
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