Bandini, Elena; de Angelis, Tiziano; Ferrari, Giorgio; Gozzi, Fausto: Optimal Dividend Payout under Stochastic Discounting. In: . Jg.636. 2020, S. 35 ff.

Inhalt

1. Introduction

1.1. The Problem
1.2. Methodology and Results
1.3. Related Literature
1.4. Plan of the paper

2. Problem Setting and Verification Theorem

2.1. Problem Formulation and Assumptions
2.2. Verification Theorem

3. An Auxiliary Two-Dimensional Optimal Stopping Problem

3.1. Basic Properties of U and a Free Boundary Problem
3.2. Differentiability of U

4. Solution to the dividend problem

4.1. Some Comments on the Optimal Dividend Policy

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