On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model (Q3167343): Difference between revisions

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Latest revision as of 20:41, 5 July 2024

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On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model
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    On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model (English)
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    2 November 2012
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    dividend strategy
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    regime switching
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    HJB equation
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    Markov decision process
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