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  • Search: subject:"Optimal singular/switching problem"
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Betriebliche Liquidität 1 Control theory 1 Corporate liquidity 1 Dividend 1 Dividend problem 1 Dividende 1 Kontrolltheorie 1 Liquidity 1 Liquidity constraint 1 Liquidity constraints 1 Liquidität 1 Liquiditätsbeschränkung 1 Mathematical programming 1 Mathematische Optimierung 1 Optimal singular/switching problem 1 Portfolio selection 1 Portfolio-Management 1 Stochastic control 1 Stochastic process 1 Stochastischer Prozess 1 Viscosity solution 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chevalier, Etienne 1 Gaïgi, M’hamed 1 Ly Vath, Vathana 1
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Mathematics and financial economics 1
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ECONIS (ZBW) 1
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Liquidity risk and optimal dividend/investment strategies
Chevalier, Etienne; Gaïgi, M’hamed; Ly Vath, Vathana - In: Mathematics and financial economics 11 (2017) 1, pp. 111-135
Persistent link: https://www.econbiz.de/10011900519
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