Numerical methods for dividend optimization using regime-switching jump-diffusion models (Q550528): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B70
@@ Property / Mathematics Subject Classification ID: 91B70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H35
@@ Property / Mathematics Subject Classification ID: 60H35 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C30
@@ Property / Mathematics Subject Classification ID: 65C30 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5919351
@@ Property / zbMATH DE Number: 5919351 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+jump diffusion
@@ Property / zbMATH Keywords: jump diffusion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dividend policy
@@ Property / zbMATH Keywords: dividend policy / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+regime switching
@@ Property / zbMATH Keywords: regime switching / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic control
@@ Property / zbMATH Keywords: stochastic control / rank @@
+Normal rank

Revision as of 12:32, 1 July 2023