A non-stationary model of dividend distribution in a stochastic interest-rate setting
Andrea Barth, Santiago Moreno-Bromberg, Oleg Reichmann
| Year of publication: |
March 2016
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|---|---|
| Authors: | Barth, Andrea ; Moreno-Bromberg, Santiago ; Reichmann, Oleg |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 47.2016, 3, p. 447-472
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| Subject: | Dividend distribution | Singular stochastic control | Numerical methods for partial differential equations | Finite element method | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Optionspreistheorie | Option pricing theory | Mathematische Optimierung | Mathematical programming | Numerisches Verfahren | Numerical analysis | Kontrolltheorie | Control theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-015-9502-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712413