Optimal dividend payout under stochastic discounting
Year of publication: |
[2020]
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Authors: | Bandini, Elena ; De Angelis, Tiziano ; Ferrari, Giorgio ; Gozzi, Fausto |
Publisher: |
Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University |
Subject: | Optimal dividend | stochastic interest rates | CIR model | singular control | optimal stopping | free boundary problems | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Suchtheorie | Search theory | Zins | Interest rate | Mathematische Optimierung | Mathematical programming |
Extent: | 1 Online-Ressource (circa 35 Seiten) Illustrationen |
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Series: | Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW). - Bielefeld : IMW, ISSN 2942-9536, ZDB-ID 2437810-0. - Vol. 636 (May 2020) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/227832 [Handle] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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