Optimal dividend strategy with transaction costs for an upward jump model (Q5245418)
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scientific article; zbMATH DE number 6423466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend strategy with transaction costs for an upward jump model |
scientific article; zbMATH DE number 6423466 |
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Optimal dividend strategy with transaction costs for an upward jump model (English)
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8 April 2015
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upward jump model
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optimal dividend
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transaction costs
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stochastic jumps
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mathematical finance
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impulsive control
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