Optimal investment with transaction costs and dividends for an insurer
Junna Bi and Qingbin Meng
| Year of publication: |
October-December 2016
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|---|---|
| Authors: | Bi, Junna ; Meng, Qingbin |
| Published in: |
RAIRO / Operations research. - Les Ulis : EDP Sciences, ISSN 0399-0559, ZDB-ID 1481534-5. - Vol. 50.2016, 4/5, p. 845-855
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| Subject: | Optimal investment | transaction costs | partial differential equation | dividend | Transaktionskosten | Transaction costs | Dividende | Dividend | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1051/ro/2016015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011686545