Ferrari, Giorgio; Schuhmann, Patrick: An Optimal Dividend Problem with Capital Injections over a Finite Horizon. In: . Jg.595. 2018, S. 30 ff.
Inhalt
- 1. Introduction
- 2. Problem Formulation
- 3. The Main Result
- 4. On the Proof of Theorem 3.2
- 4.1. On a Representation of the Optimal Stopping Value Function
- 4.2. Integrating the Optimal Stopping Value Function
- 5. Verifying Assumption 3.1: a Case Study with Discounted Constant Marginal Profits and Costs
- Acknowledgments
- Appendix A. Appendix
- References