Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (Q2628665): Difference between revisions
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Revision as of 23:33, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections |
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Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (English)
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2 June 2017
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stochastic control
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singular control
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investment strategy
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dividend policy
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capital injection
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free boundary
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Markov chain approximation
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