Exit problems for jump processes with applications to dividend problems (Q1947488)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit problems for jump processes with applications to dividend problems |
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Exit problems for jump processes with applications to dividend problems (English)
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22 April 2013
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jump diffusion
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first passage time
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hyper-exponential distribution
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dividend payment
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barrier strategy
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threshold strategy
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