An Optimal Dividend Problem with Capital Injections over a Finite Horizon

Giorgio Ferrari, Patrick Schuhmann. An Optimal Dividend Problem with Capital Injections over a Finite Horizon. SIAM J. Control and Optimization, 57(4):2686-2719, 2019. [doi]

Authors

Giorgio Ferrari

This author has not been identified. Look up 'Giorgio Ferrari' in Google

Patrick Schuhmann

This author has not been identified. Look up 'Patrick Schuhmann' in Google