220 citations to https://www.mathnet.ru/rus/rm1059
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Dominique Henriet, Jean-Charles Rochet, “Modèles macroéconomiques avec frictions financières et cycles d'assurance”, Revue d'économie financière, N° 126:2 (2017), 85
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Ekaterina Bulinskaya, Springer Proceedings in Mathematics & Statistics, 208, Modern Problems of Stochastic Analysis and Statistics, 2017, 349
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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
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Lihua Bai, Jin Ma, Xiaojing Xing, “Optimal dividend and investment problems under Sparre Andersen model”, Ann. Appl. Probab., 27:6 (2017)
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Tiziano De Angelis, Erik Ekström, “The dividend problem with a finite horizon”, Ann. Appl. Probab., 27:6 (2017)
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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
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AKIRA YAMAZAKI, “EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY”, Int. J. Theor. Appl. Finan., 20:02 (2017), 1750012
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Etienne Chevalier, M'hamed Gaïgi, Vathana Ly Vath, “Liquidity risk and optimal dividend/investment strategies”, Math Finan Econ, 11:1 (2017), 111
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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
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Xiankang Luo, Peimin Chen, Jiangming Ma, “The Optimal Dividend Payout Model with Terminal Values and Its Application”, Mathematical Problems in Engineering, 2017 (2017), 1