Numerical methods for dividend optimization using regime-switching jump-diffusion models (Q550528)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical methods for dividend optimization using regime-switching jump-diffusion models |
scientific article |
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Numerical methods for dividend optimization using regime-switching jump-diffusion models (English)
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11 July 2011
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jump diffusion
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dividend policy
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regime switching
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stochastic control
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