220 citations to https://www.mathnet.ru/rus/rm1059
  1. Dominique Henriet, Jean-Charles Rochet, “Modèles macroéconomiques avec frictions financières et cycles d'assurance”, Revue d'économie financière, N° 126:2 (2017), 85  crossref
  2. Ekaterina Bulinskaya, Springer Proceedings in Mathematics & Statistics, 208, Modern Problems of Stochastic Analysis and Statistics, 2017, 349  crossref
  3. Peimin Chen, Bo Li, “Classical and Impulse Stochastic Control on the Optimization of Dividends with Residual Capital at Bankruptcy”, Discrete Dynamics in Nature and Society, 2017 (2017), 1  crossref
  4. Lihua Bai, Jin Ma, Xiaojing Xing, “Optimal dividend and investment problems under Sparre Andersen model”, Ann. Appl. Probab., 27:6 (2017)  crossref
  5. Tiziano De Angelis, Erik Ekström, “The dividend problem with a finite horizon”, Ann. Appl. Probab., 27:6 (2017)  crossref
  6. Luis H. R. Alvarez, Pekka Matomäki, “Expected Supremum Representation of the Value of a Singular Stochastic Control Problem”, SIAM J. Control Optim., 55:6 (2017), 3908  crossref
  7. AKIRA YAMAZAKI, “EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY”, Int. J. Theor. Appl. Finan., 20:02 (2017), 1750012  crossref
  8. Etienne Chevalier, M'hamed Gaïgi, Vathana Ly Vath, “Liquidity risk and optimal dividend/investment strategies”, Math Finan Econ, 11:1 (2017), 111  crossref
  9. Erwan Pierre, Stéphane Villeneuve, Xavier Warin, “Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities”, SIAM J. Finan. Math., 8:1 (2017), 54  crossref
  10. Xiankang Luo, Peimin Chen, Jiangming Ma, “The Optimal Dividend Payout Model with Terminal Values and Its Application”, Mathematical Problems in Engineering, 2017 (2017), 1  crossref
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