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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
Jin, ZYang, HYin, G
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?
DOI: http://dx.doi.org/10.1007/s10255-017-0653-6
Persistent Identifierhttp://hdl.handle.net/10722/245301
ISSN
0168-9673
2023 Impact Factor: 0.9
2023 SCImago Journal Rankings: 0.269
ISI Accession Number ID
WOS:000397252300023

 

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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