Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs

Stochastics ◽  
2013 ◽  
Vol 85 (4) ◽  
pp. 707-722 ◽  
Author(s):  
Luz R. Sotomayor ◽  
Abel Cadenillas
Keyword(s):  
Business Cycles ◽  
Regime Switching ◽  
Impulse Control ◽  
Dividend Policy ◽  
Fixed Costs ◽  
Stochastic Impulse Control ◽  
Optimal Dividend ◽  
Optimal Dividend Policy

OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR

2007 ◽  
Vol 17 (1) ◽  
pp. 81-109 ◽  
Author(s):  
Abel Cadenillas ◽  
Sudipto Sarkar ◽  
Fernando Zapatero
Keyword(s):  
Dividend Policy ◽  
Optimal Dividend ◽  
Optimal Dividend Policy
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