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Article: A numerical approach to optimal dividend policies with capital injections and transaction costs

TitleA numerical approach to optimal dividend policies with capital injections and transaction costs
Authors
Keywordscapital injection
control
dividend policy
free boundary
Markov chain approximation
singular control
Issue Date2017
PublisherSpringer Verlag. The Journal's web site is located at http://link.springer.de/link/service/journals/10255/
Citation
Acta Mathematicae Applicatae Sinica, 2017, v. 33 n. 1, p. 221-238 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/245301
ISSN
2023 Impact Factor: 0.9
2023 SCImago Journal Rankings: 0.269
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorJin, Z-
dc.contributor.authorYang, H-
dc.contributor.authorYin, G-
dc.date.accessioned2017-09-18T02:08:12Z-
dc.date.available2017-09-18T02:08:12Z-
dc.date.issued2017-
dc.identifier.citationActa Mathematicae Applicatae Sinica, 2017, v. 33 n. 1, p. 221-238-
dc.identifier.issn0168-9673-
dc.identifier.urihttp://hdl.handle.net/10722/245301-
dc.languageeng-
dc.publisherSpringer Verlag. The Journal's web site is located at http://link.springer.de/link/service/journals/10255/-
dc.relation.ispartofActa Mathematicae Applicatae Sinica-
dc.rightsThe final publication is available at Springer via http://dx.doi.org/10.1007/s10255-017-0653-6-
dc.subjectcapital injection-
dc.subjectcontrol-
dc.subjectdividend policy-
dc.subjectfree boundary-
dc.subjectMarkov chain approximation-
dc.subjectsingular control-
dc.titleA numerical approach to optimal dividend policies with capital injections and transaction costs-
dc.typeArticle-
dc.identifier.emailYang, H: hlyang@hku.hk-
dc.identifier.authorityYang, H=rp00826-
dc.description.naturepostprint-
dc.identifier.doi10.1007/s10255-017-0653-6-
dc.identifier.scopuseid_2-s2.0-85015689657-
dc.identifier.hkuros278216-
dc.identifier.volume33-
dc.identifier.issue1-
dc.identifier.spage221-
dc.identifier.epage238-
dc.identifier.isiWOS:000397252300023-
dc.publisher.placeGermany-
dc.identifier.issnl0168-9673-

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