Optimal dividend policy and growth option

Finance and Stochastics

Volumn 11, Issue 1, 2007, Pages 3-27

  Décamps, Jean Paul ^a,b   Villeneuve, Stéphane ^a  

^a TOULOUSE SCHOOL OF ECONOMICS   (France)

^b Europlace Institute of Finance   (France)

Author keywords

Dividend; Growth option; Local time; Mixed singular control optimal stopping problem

Indexed keywords

EID: 33845961333     PISSN: 09492984     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00780-006-0027-z     Document Type: Article

References (29)

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