Presentation: On optimal dividends
Workshop: Optimization and Optimal Control
Time: Fri, October 24, 2008, 11:10-12:00
Speaker: Hans Gerber
Abstract
The dividends-penalty identity and the optimal dividend barrier, and how to calculate the optimal barrier in the dual model.
URL: www.ricam.oeaw.ac.at/specsem/sef/events/program/presentation.php
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