periodically in real life, we study periodic dividend strategies whereby dividend decisions are made according to a Poisson arrival … process. In this paper, we investigate the impact of fixed transaction costs on the optimal periodic dividend strategy, and … that bring the surplus back to b _l as long as it is no less than b _u at a dividend decision time …

for dividend modeling, which considers that the dividend function is affine in the spot. The second part focuses on … dividends, even when stochastic rates are introduced. Eventually, we compare these two approaches for various dividend dependent … products (Autocalls, Forward forwards, Dividend Options), and different vol models, mainly local volatility or stochastic …

In this paper the solutions to several variants of the so-called dividend-distribution problem in a multi …