On a mean reverting dividend strategy with Brownian motion
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Publication:2445337
DOI10.1016/j.insmatheco.2012.04.002zbMath1284.91200MaRDI QIDQ2445337
Publication date: 14 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.04.002
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
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