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Optimal dividend policy and growth option
16 references·9 citing·34 second hop
Optimal dividend policy and growth option (2006)Optimal dividend policy and growth optionBrownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…On the optimal stopping problem for one-dimensional diffusions (2003)On the optimal stopping probl…Investment, Uncertainty, and Liquidity (2003)Investment, Uncertainty, and …Real options and preemption under incomplete information (2002)Real options and preemption u…Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation (2000)Optimal risk control and divi…Continuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…Risk vs. profit potential: A model for corporate strategy (1996)Risk vs. profit potential: A …Stochastic Differential Equations (1995)Stochastic Differential Equat…Optimization of the flow of dividends (1995)Optimization of the flow of d…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyBrownian Motion and Stochastic Calculus (1988)Brownian Motion and Stochasti…Stochastic Differential Equations: An Introduction with Applications. (1987)Stochastic Differential Equat…The Value of Waiting to Invest (1982)The Value of Waiting to InvestLes Aspects Probabilistes Du Controle Stochastique (1981)Les Aspects Probabilistes Du …The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Corporate financing decisions under ambiguity: Pecking order and liquidity policy implications (2016)Corporate financing decisions…Managerial cash use, default, and corporate financial policies (2014)Managerial cash use, default,…Investment under Uncertainty with Financial Constraints (2014)Investment under Uncertainty …Investment, Liquidity, and Financing Under Uncertainty (2013)Investment, Liquidity, and Fi…An Optimal Dividend and Investment Control Problem under Debt Constraints (2013)An Optimal Dividend and Inves…Optimal dividend distribution under Markov regime switching (2012)Optimal dividend distribution…Classical and singular stochastic control for the optimal dividend policy when there is regime switching (2011)Classical and singular stocha…A mixed singular/switching control problem for a dividend policy with reversible technology investment (2008)A mixed singular/switching co…Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs (2007)Optimal dividend payments unt…Capital Theory and Investment Behavior (1963)Option pricing when underlying stock returns are discontinuous (1976)Irreversibility, Uncertainty, and Cyclical Investment (1980)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Joint Ventures and the Option to Expand and Acquire (1991)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)Stochastic Differential Equations (1972)Calcul Stochastique et Problèmes de Martingales (1979)On the pricing of American options (1988)Variational inequalities and the pricing of American options (1990)Backward stochastic differential equations with reflection and Dynkin games (1996)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)Backward Stochastic Differential Equations in Finance (1997)The Variance Gamma Process and Option Pricing (1998)A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Controlled Markov Processes and Viscosity Solutions (2005)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk (1997)The dynamics of stochastic volatility: evidence from underlying and options markets (2003)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Volatility skews and extensions of the Libor market model (2000)Fully Nonparametric Estimation of Scalar Diffusion Models (2003)Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach (2021)A general version of the fundamental theorem of asset pricing (1994)Arbitrage Theory in Continuous Time (1998)Term Structures of Credit Spreads with Incomplete Accounting Information (2001)Capital markets research in accounting (2001)
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  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 1987Stochastic Differential Equations: An Introduction with Applications.3,963 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 1988Brownian Motion and Stochastic Calculus1,544 cited
  • 1981Les Aspects Probabilistes Du Controle Stochastique448 cited
  • 1995Stochastic Differential Equations384 cited
  • 1995Optimization of the flow of dividends320 cited
  • 2003Investment, Uncertainty, and Liquidity320 cited
  • 2002Real options and preemption under incomplete information315 cited
  • 2000Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation252 cited
  • 2003On the optimal stopping problem for one-dimensional diffusions235 cited
  • 1996Risk vs. profit potential: A model for corporate strategy

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231 cited

Cited by

  • 2012Optimal dividend distribution under Markov regime switching88 cited
  • 2007Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs69 cited
  • 2011Classical and singular stochastic control for the optimal dividend policy when there is regime switching58 cited
  • 2016Corporate financing decisions under ambiguity: Pecking order and liquidity policy implications52 cited
  • 2014Managerial cash use, default, and corporate financial policies45 cited
  • 2008A mixed singular/switching control problem for a dividend policy with reversible technology investment38 cited
  • 2014Investment under Uncertainty with Financial Constraints38 cited
  • 2013Investment, Liquidity, and Financing Under Uncertainty26 cited
  • 2013An Optimal Dividend and Investment Control Problem under Debt Constraints24 cited