Publication:3169807

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zbMath1240.91081MaRDI QIDQ3169807

Ying Xue, Chun-sheng Zhang

Publication date: 29 September 2011

zbMATH Keywords

martingale; barrier strategy; two-sided jumps; expected discounted dividends

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

60J60: Diffusion processes

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