Optimal dividend policy with mean-reverting cash reservoir
Year of publication: |
2007
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Authors: | Cadenillas, Abel ; Sarkar, Sudipto ; Zapatero, Fernando |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 17.2007, 1, p. 81-109
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Subject: | Dividende | Dividend | Cash Flow | Cash flow | Mean Reversion | Mean reversion | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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