Optimal dividend payout under stochastic discounting
Elena Bandini, Tiziano De Angelis, Giorgio Ferrari, Fausto Gozzi
| Year of publication: |
2022
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|---|---|
| Authors: | Bandini, Elena ; De Angelis, Tiziano ; Ferrari, Giorgio ; Gozzi, Fausto |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 32.2022, 2, p. 627-677
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| Subject: | CIR model | free boundary problems | optimal dividend | optimal stopping | singular control | stochastic interest rates | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Suchtheorie | Search theory | Mathematische Optimierung | Mathematical programming | Diskontierung | Discounting | Dynamische Optimierung | Dynamic programming | Zins | Interest rate |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12339 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013164565