Numerical methods for dividend optimization using regime-switching jump-diffusion models (Q550528): Difference between revisions
From MaRDI portal
Created a new Item |
Normalize DOI. |
||
| (5 intermediate revisions by 5 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.3934/mcrf.2011.1.21 / rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B70 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5919351 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
jump diffusion | |||
| Property / zbMATH Keywords: jump diffusion / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
dividend policy | |||
| Property / zbMATH Keywords: dividend policy / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
regime switching | |||
| Property / zbMATH Keywords: regime switching / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
stochastic control | |||
| Property / zbMATH Keywords: stochastic control / rank | |||
Normal rank | |||
| 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/10.3934/mcrf.2011.1.21 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2039203746 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.3934/MCRF.2011.1.21 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
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
