On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs
By Benjamin Avanzi, Vincent Tu and Bernard Wong
| Year of publication: |
2016
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|---|---|
| Authors: | Avanzi, Benjamin ; Tu, Vincent ; Wong, Bernard |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 46.2016, 3, p. 709-746
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| Subject: | Brownian motion | Stochastic control | Dividends | Hybrid strategies | Barrier strategies | Transaction costs | Transaktionskosten | Theorie | Theory | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2016.17 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011669766