DIVIDEND OPTIMIZATION FOR A REGIME-SWITCHING DIFFUSION MODEL WITH RESTRICTED DIVIDEND RATES (Q5419647)

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scientific article; zbMATH DE number 6302689
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DIVIDEND OPTIMIZATION FOR A REGIME-SWITCHING DIFFUSION MODEL WITH RESTRICTED DIVIDEND RATES
scientific article; zbMATH DE number 6302689

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    DIVIDEND OPTIMIZATION FOR A REGIME-SWITCHING DIFFUSION MODEL WITH RESTRICTED DIVIDEND RATES (English)
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    11 June 2014
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    dividends
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    regime-switching
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    restricted dividend rates
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    threshold strategy
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