Optimal dividends with partial information and stopping of a degenerate reflecting diffusion
Year of publication: |
2020
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Authors: | De Angelis, Tiziano |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 24.2020, 1, p. 71-123
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Subject: | Singular control | Optimal stopping | Free boundary problems | Partial information | Dividend problem | Reflected diffusions | Stroock-Williams equation | Dividende | Dividend | Suchtheorie | Search theory | Unvollkommene Information | Incomplete information |
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