A note on the optimal dividends paid in a foreign currency
Year of publication: |
2017
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Authors: | Eisenberg, Julia ; Krühner, Paul |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press., ISSN 1748-4995, ZDB-ID 2213370-7. - Vol. 11.2017, 1, p. 67-73
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Subject: | Optimal control | Hamilton-Jacobi-Bellman equation | Lévy processes | Dividends | Foreign currency | Dividende | Dividend | Theorie | Theory | Stochastischer Prozess | Stochastic process |
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