Under pseudo-exponential discounting, the equilibrium dividend-capital injection policy in a diffusion model is a threshold strategy with three regimes.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
q-fin.MF 1years
2025 1verdicts
CONDITIONAL 1roles
background 1polarities
background 1representative citing papers
citing papers explorer
-
Equilibrium Policy on Dividend and Capital Injection under Time-inconsistent Preferences
Under pseudo-exponential discounting, the equilibrium dividend-capital injection policy in a diffusion model is a threshold strategy with three regimes.