Numerical methods for dividend optimization using regime-switching jump-diffusion models (Q550528): Difference between revisions
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Latest revision as of 21:13, 9 December 2024
scientific article
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English | Numerical methods for dividend optimization using regime-switching jump-diffusion models |
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Numerical methods for dividend optimization using regime-switching jump-diffusion models (English)
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11 July 2011
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jump diffusion
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dividend policy
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regime switching
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stochastic control
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