Numerical methods for dividend optimization using regime-switching jump-diffusion models (Q550528): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.3934/MCRF.2011.1.21 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.3934/MCRF.2011.1.21 / rank | |||
Normal rank | |||
Latest revision as of 21:13, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical methods for dividend optimization using regime-switching jump-diffusion models |
scientific article |
Statements
Numerical methods for dividend optimization using regime-switching jump-diffusion models (English)
0 references
11 July 2011
0 references
jump diffusion
0 references
dividend policy
0 references
regime switching
0 references
stochastic control
0 references
