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