Numerical methods for dividend optimization using regime-switching jump-diffusion models (Q550528)
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scientific article; zbMATH DE number 5919351
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| English | Numerical methods for dividend optimization using regime-switching jump-diffusion models |
scientific article; zbMATH DE number 5919351 |
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Numerical methods for dividend optimization using regime-switching jump-diffusion models (English)
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11 July 2011
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jump diffusion
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dividend policy
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regime switching
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stochastic control
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0.9532139
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0.9329836
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0.92469686
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0.9223735
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0.9139842
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0.91019505
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0.89598453
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0.8953861
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0.8880525
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