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




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