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