### Citation:

Keppo, Jussi, Max Reppen, and H. Mete Soner. “Discrete dividend payments in continuous time”. Mathematics of Operations Research (Forthcoming). Print.

Discrete Dividends.pdf | 757 KB |

*Last updated on 05/14/2020*

Keppo, Jussi, Max Reppen, and H. Mete Soner. “Discrete dividend payments in continuous time”. Mathematics of Operations Research (Forthcoming). Print.

Discrete Dividends.pdf | 757 KB |

Mete Soner, Professor

Sherrerd Hall 225, Charlton Street

Princeton, NJ 08544

Burzoni, Matteo, Frank Riedel, and H. Mete Soner. “Viability and arbitrage under Knightian uncertainty”. Econometrica (Forthcoming). Print.

Cheridito, Patrick, et al. “Martingale Optimal Transport Duality”. Mathematische Annalen (2020). Print.

Keppo, Jussi, Max Reppen, and H. Mete Soner. “Discrete dividend payments in continuous time”. Mathematics of Operations Research (Forthcoming). Print.

Bouchard, Bruno, et al. “Second order stochastic target problems with generalized market impact”. SIAM Journal on Control and Optimisation 57.6 (2019): , 57, 6, 4125-4149. Print.

Larsen, Kasper, H. Mete Soner, and Gordan Zitkovic. “Conditional Davis prices”. Finance & Stochastics (2020). Print.

Burzoni, Matteo, et al. “Viscosity solutions for controlled McKean–Vlasov jump-diffusions”. SIAM Journal on Control and Optimization 58.3 (2020): , 58, 3, 1676-1699. Print.

Reppen, Max, and H. Mete Soner. “Bias-Variance Trade-off and Overlearning in Dynamic Decision Problems”. (Submitted). Print.

Copy and paste this code to your website.