A numerical approach to optimal dividend policies with capital injections and transaction costs (Q523786)

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A numerical approach to optimal dividend policies with capital injections and transaction costs
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    A numerical approach to optimal dividend policies with capital injections and transaction costs (English)
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    21 April 2017
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    control
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    singular control
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    dividend policy
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    capital injection
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    free boundary
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    Markov chain approximation
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