Optimal dividend distribution under Markov regime switching
From MaRDI portal
Publication:1761453
DOI10.1007/s00780-012-0174-3zbMath1252.93135arXiv0812.4978MaRDI 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
91B70: Stochastic models in economics
93E20: Optimal stochastic control
60H30: Applications of stochastic analysis (to PDEs, etc.)
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