Optimal hedging risk and impulse dividend strategy for cash-flow management problem | |
Ruicheng Yang; Xuezhi Qinz | |
2007 | |
会议名称 | 6th Wuhan International Conference on E-Business |
会议日期 | 2007-01-01 |
会议地点 | Wuhan, PEOPLES R CHINA |
关键词 | cash-flow Brownian motion hedging risk strategy impulse dividend strategy bankruptcy time quasi-variational inequalities |
页码 | 2034-2040 |
会议录 | 6th Wuhan International Conference on E-Business
![]() |
URL标识 | 查看原文 |
内容类型 | 会议论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/5670449 |
专题 | 大连理工大学 |
作者单位 | Dalian Univ Technol, Sch Management Sci, Dalian 116024, Peoples R China. |
推荐引用方式 GB/T 7714 | Ruicheng Yang,Xuezhi Qinz. Optimal hedging risk and impulse dividend strategy for cash-flow management problem[C]. 见:6th Wuhan International Conference on E-Business. Wuhan, PEOPLES R CHINA. 2007-01-01. |
个性服务 |
查看访问统计 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论