Optimal dividend strategy with transaction costs for an upward jump model (Q5245418): Difference between revisions

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Latest revision as of 22:14, 9 July 2024

scientific article; zbMATH DE number 6423466
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English
Optimal dividend strategy with transaction costs for an upward jump model
scientific article; zbMATH DE number 6423466

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    Optimal dividend strategy with transaction costs for an upward jump model (English)
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    8 April 2015
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    upward jump model
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    optimal dividend
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    transaction costs
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    stochastic jumps
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    mathematical finance
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    impulsive control
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