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~person:"Moreno-Franco, Harold A."
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capital injection constraint
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dividend payment
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optimal control
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reflected Lévy processes
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Moreno-Franco, Harold A.
Chen, Shi
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Optimal bailo-out dividend problem with transaction cost and
capital
injection
constraint
Junca, Mauricio
;
Moreno-Franco, Harold A.
;
Pérez, …
- In:
Risks
7
(
2019
)
1
,
pp. 1-24
problem with transaction cost and
capital
injection
and show the optimality of reflected (c 1 ,c 2 )-policies. We then find …
Persistent link: https://www.econbiz.de/10013200431
Saved in:
2
Optimal bailo-out dividend problem with transaction cost and
capital
injection
constraint
Junca, Mauricio
;
Moreno-Franco, Harold A.
;
Pérez, …
- In:
Risks : open access journal
7
(
2019
)
1/13
,
pp. 1-24
problem with transaction cost and
capital
injection
and show the optimality of reflected (c 1 ,c 2 )-policies. We then find …
Persistent link: https://www.econbiz.de/10012018598
Saved in:
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