Optimal dividend distribution under Markov regime switching
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Publication:1761453
DOI10.1007/s00780-012-0174-3zbMath1252.93135arXiv0812.4978OpenAlexW3125159644MaRDI QIDQ1761453
Zhengjun Jiang, Martijn R. Pistorius
Publication date: 15 November 2012
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0812.4978
Stochastic models in economics (91B70) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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