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scientific article
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scientific article

    Statements

    author
    Jinghai Feng
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    Lixin Song
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    Li-Li Li
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    publication date
    12 February 2010
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    zbMATH Keywords
    jump-diffusion model
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    dividend payment
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    Hamilton-Jacobi-Bellman equation
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    viscosity solution
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    49L25
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    60J75
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    60J70
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    zbMATH DE Number
    5670877
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