//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Dividend"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Viscosity Solution"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Dividend
Viscosity solution
44
viscosity solution
43
Theorie
21
Stochastic process
20
Stochastischer Prozess
20
Theory
20
Control theory
15
Kontrolltheorie
15
Portfolio selection
12
Mathematical programming
11
Mathematische Optimierung
11
Portfolio-Management
11
Dividende
8
Dynamic programming
8
Investment
8
Game theory
7
Hamilton-Jacobi-Bellman equation
7
Hamilton–Jacobi–Bellman equation
7
Markov chain
7
Markov-Kette
7
Spieltheorie
7
Dynamische Optimierung
6
Viscosity Solution
6
singular control
6
singular stochastic control
6
Backward stochastic differential equations
5
Dynamic programming principle
5
Dynkin game
5
Value function
5
dividend policy
5
free boundary
5
stochastic control
5
Coronavirus
4
Epidemic
4
Epidemie
4
HJB equation
4
Transaction costs
4
epidemic
4
Analysis
3
more ...
less ...
Online availability
All
Free
5
Undetermined
3
Type of publication
All
Article
5
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
8
Author
All
Pierre, Erwan
4
Villeneuve, Stéphane
4
Warin, Xavier
4
Albrecher, Hansjörg
1
Azcue, Pablo
1
Chevalier, Etienne
1
Gaïgi, M’hamed
1
Heinrich, Henriette Elisabeth
1
Ly Vath, Vathana
1
Muler, Nora
1
Strietzel, Philipp Lukas
1
Woo, Jae-Kyung
1
Xu, Ran
1
more ...
less ...
Published in...
All
Finance and stochastics
2
IDEI working papers
2
Insurance / Mathematics & economics
1
Mathematics and financial economics
1
Risks : open access journal
1
Working papers / TSE : WP
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal dividends under a drawdown constraint and a curious square-root rule
Albrecher, Hansjörg
;
Azcue, Pablo
;
Muler, Nora
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 341-400
Persistent link: https://www.econbiz.de/10014253644
Saved in:
2
Optimal dividends for a two-dimensional risk model with simultaneous ruin of both branches
Strietzel, Philipp Lukas
;
Heinrich, Henriette Elisabeth
- In:
Risks : open access journal
10
(
2022
)
6
,
pp. 1-23
viscosity
solution
of said HJB equation, satisfying certain growth conditions. Under some additional assumptions, we show that …
Persistent link: https://www.econbiz.de/10013363123
Saved in:
3
Optimal dividend and capital injection strategy with a penalty payment at ruin : restricted dividend payments
Xu, Ran
;
Woo, Jae-Kyung
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012242033
Saved in:
4
Numerical approximation of a cash-constrained firm value with investment opportunities
Pierre, Erwan
;
Villeneuve, Stéphane
;
Warin, Xavier
-
2016
Persistent link: https://www.econbiz.de/10011498021
Saved in:
5
Numerical approximation of a cash-constrained firm value with investment opportunities
Pierre, Erwan
;
Villeneuve, Stéphane
;
Warin, Xavier
-
2016
Persistent link: https://www.econbiz.de/10012216445
Saved in:
6
Capital investment and liquidity management with collateralized debt
Pierre, Erwan
;
Villeneuve, Stéphane
;
Warin, Xavier
-
2014
Persistent link: https://www.econbiz.de/10010437082
Saved in:
7
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
Saved in:
8
Liquidity management with decreasing returns to scale and secured credit line
Pierre, Erwan
;
Villeneuve, Stéphane
;
Warin, Xavier
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 809-854
Persistent link: https://www.econbiz.de/10011569835
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->