Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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