On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model (Q3167343): Difference between revisions
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Revision as of 00:02, 20 March 2024
scientific article
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English | On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model |
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On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model (English)
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2 November 2012
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dividend strategy
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regime switching
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HJB equation
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Markov decision process
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