Stochastic optimization algorithms for barrier dividend strategies

From MaRDI portal
Publication:953387

DOI10.1016/J.CAM.2008.01.007zbMath1152.91559OpenAlexW2073874379MaRDI QIDQ953387

Hailiang Yang, G. George Yin, Qingshuo Song

Publication date: 20 November 2008

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2008.01.007




Related Items (1)




Cites Work




This page was built for publication: Stochastic optimization algorithms for barrier dividend strategies