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

De Angelis, T (2019) Optimal dividends with partial information and stopping of a degenerate reflecting diffusion. Finance and Stochastics. ISSN 0949-2984

Abstract

Metadata

Authors/Creators:
  • De Angelis, T
Copyright, Publisher and Additional Information: © The Author(s) 2019. This is an open access article under the terms of the Creative Commons Attribution 4.0 International (CC BY 4.0) (https://creativecommons.org/licenses/by/4.0/)
Keywords: Singular control; Optimal stopping; Free boundary problems; Partial information; Dividend problem; Reflected diffusions; Stroock–Williams equation
Dates:
  • Accepted: 7 June 2019
  • Published (online): 18 October 2019
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
The University of Leeds > Faculty of Maths and Physical Sciences (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 17 Jun 2019 09:31
Last Modified: 11 Nov 2019 10:22
Status: Published online
Publisher: Springer Verlag
Identification Number: https://doi.org/10.1007/s00780-019-00407-1

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