Optimal dividend of compound Poisson process under a stochastic interest rate (Q2244203)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend of compound Poisson process under a stochastic interest rate |
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Optimal dividend of compound Poisson process under a stochastic interest rate (English)
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12 November 2021
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Hamilton-Jacobi-Bellman equation
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Vasicek model
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geometric Brownian motion
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interest rate
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viscosity solution
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optimal dividends
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