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Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (2020)

First Author: Tiziano De Angelis

Attributed to: A probabilistic toolkit to study regularity of free boundaries in stochastic optimal control funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: https://link.springer.com/article/10.1007/s00780-019-00407-1

Type: Journal Article/Review

Volume: 24

Parent Publication: Finance and stochastics

Issue: 1