First-exit time and barrier strategy of a jump diffusion process with two-sided jumps (Q3169807)
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scientific article; zbMATH DE number 5952162
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| English | First-exit time and barrier strategy of a jump diffusion process with two-sided jumps |
scientific article; zbMATH DE number 5952162 |
Statements
29 September 2011
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two-sided jumps
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martingale
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expected discounted dividends
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barrier strategy
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0.8979203104972839
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0.8729975819587708
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0.8152652382850647
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0.8074161410331726
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0.8026989102363586
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