Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828)
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scientific article; zbMATH DE number 6135142
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| English | Optimal dividend policies with transaction costs for a class of jump-diffusion processes |
scientific article; zbMATH DE number 6135142 |
Statements
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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0.98059964
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0.94649255
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0.9437829
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0.9397533
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0.9290495
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0.92606264
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0.91378564
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0.91347337
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0.9132342
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