Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828): Difference between revisions

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Optimal dividend policies with transaction costs for a class of jump-diffusion processes
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    Optimal dividend policies with transaction costs for a class of jump-diffusion processes (English)
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    7 February 2013
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    optimal dividends
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    jump-diffusion models
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    impulse control
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    barrier strategy
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    singular control
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    numerical solution
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