Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs (Q3399242)
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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)
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29 September 2009
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optimal dividends
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diffusion models
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impulse control
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barrier strategy
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