A Mixed Singular/Switching Control Problem for a Dividend Policy with Reversible Technology Investment
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Bibliographic InfoPaper provided by University of Toulouse 1 Capitole in its series Open Access publications from University of Toulouse 1 Capitole with number http://neeo.univ-tlse1.fr/524/.
Date of creation: May 2008
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Publication status: Published in Annals of Applied Probability (2008-05) v.18, p.1164-1200
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Web page: http://www.univ-tlse1.fr/
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2007.
"Optimal Dividend Policy and Growth Option,"
Open Access publications from University of Toulouse 1 Capitole
http://neeo.univ-tlse1.fr, University of Toulouse 1 Capitole.
- Sotomayor, Luz R. & Cadenillas, Abel, 2011. "Classical and singular stochastic control for the optimal dividend policy when there is regime switching," Insurance: Mathematics and Economics, Elsevier, vol. 48(3), pages 344-354, May.
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