Optimal dividends in the dual model under transaction costs
Erhan Bayraktar; Andreas E. Kyprianou; Kazutoshi Yamazaki
| Year of publication: |
2014
|
|---|---|
| Authors: | Bayraktar, Erhan ; Kyprianou, Andreas E. ; Yamazaki, Kazutoshi |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 54.2014, p. 133-143
|
| Subject: | Dual model | Dividends | Impulse control | Spectrally positive Lévy processes | Scale functions | Dividende | Dividend | Transaktionskosten | Transaction costs | Theorie | Theory | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010259658