Optimal dividends with partial information and stopping of a degenerate reflecting diffusion
Work
Year: 2019
Type: article
Abstract: We study the optimal dividend problem for a firm’s manager who has partial information on the profitability of the firm. The problem is formulated as one of singular stochastic control with partial i... more
Source: Finance and Stochastics
Author Tiziano De Angelis
Institution University of Leeds
Cites: 55
Cited by: 25
Related to: 10
FWCI: 2.452
Citation percentile (by year/subfield): 91.1
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: hybrid
APC paid (est): $2,890