Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs (Q3399242)
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scientific article; zbMATH DE number 5609460
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| English | Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs |
scientific article; zbMATH DE number 5609460 |
Statements
Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs (English)
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29 September 2009
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optimal dividends
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diffusion models
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impulse control
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barrier strategy
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0.9120625853538512
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0.8262548446655273
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0.8093116283416748
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