Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs (Q3399242): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 11:04, 5 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
