Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching (Q5145602)
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scientific article; zbMATH DE number 7299443
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| English | Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching |
scientific article; zbMATH DE number 7299443 |
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Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching (English)
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21 January 2021
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dividend
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impulse control
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linear diffusion
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lump-sum barrier strategy
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transaction costs
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0.9303778
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0.9127742
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0.9073143
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0.9043534
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0.8983774
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0.8950734
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0.8947207
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