Pages that link to "Item:Q550528"
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The following pages link to Numerical methods for dividend optimization using regime-switching jump-diffusion models (Q550528):
Displaying 4 items.
- Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls (Q382911) (← links)
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (Q2015641) (← links)
- Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
