Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs (Q3399242): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/070691632 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2013163585 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 21:18, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs |
scientific article |
Statements
Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs (English)
0 references
29 September 2009
0 references
optimal dividends
0 references
diffusion models
0 references
impulse control
0 references
barrier strategy
0 references
