ON OPTIMAL DIVIDENDS IN THE DUAL MODEL
From MaRDI portal
Publication:5398355
DOI10.1017/asb.2013.17zbMath1283.91192arXiv1211.7365MaRDI QIDQ5398355
Kazutoshi Yamazaki, Andreas E. Kyprianou, Erhan Bayraktar
Publication date: 27 February 2014
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.7365
60G51: Processes with independent increments; Lévy processes
91G50: Corporate finance (dividends, real options, etc.)
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