Optimal Dividend Policy and Growth Option
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|Date of creation:||Jun 2005|
|Date of revision:|
|Publication status:||Published in Finance and Stochastics, vol. 11, 2007, p. 3-27.|
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- Dayanik, Savas & Karatzas, Ioannis, 2003. "On the optimal stopping problem for one-dimensional diffusions," Stochastic Processes and their Applications, Elsevier, vol. 107(2), pages 173-212, October.
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- Bjarne Hø jgaard & Michael Taksar, 1999. "Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example," Mathematical Finance, Wiley Blackwell, vol. 9(2), pages 153-182.
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