Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282)
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English | Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs |
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Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (English)
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23 June 2015
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barrier strategy
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dual model
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HJB equation
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jump-diffusion
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optimal dividend strategy
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stochastic control
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