Numerical methods for dividend optimization using regime-switching jump-diffusion models (Q550528)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Numerical methods for dividend optimization using regime-switching jump-diffusion models |
scientific article |
Statements
Numerical methods for dividend optimization using regime-switching jump-diffusion models (English)
0 references
11 July 2011
0 references
jump diffusion
0 references
dividend policy
0 references
regime switching
0 references
stochastic control
0 references