Optimal bailo-out dividend problem with transaction cost and capital injection constraint
Year of publication: |
2019
|
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Authors: | Junca, Mauricio ; Moreno-Franco, Harold A. ; Pérez, José Luis |
Subject: | dividend payment | optimal control | capital injection constraint | spectrally negative Lévy processes | reflected Lévy processes | scale functions | Dividende | Dividend | Theorie | Theory | Transaktionskosten | Transaction costs | Stochastischer Prozess | Stochastic process |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7010013 [DOI] hdl:10419/257851 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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