Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal dividend policies with transaction costs for a class of jump-diffusion processes |
scientific article; zbMATH DE number 6135142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend policies with transaction costs for a class of jump-diffusion processes |
scientific article; zbMATH DE number 6135142 |
Statements
Optimal dividend policies with transaction costs for a class of jump-diffusion processes (English)
0 references
7 February 2013
0 references
optimal dividends
0 references
jump-diffusion models
0 references
impulse control
0 references
barrier strategy
0 references
singular control
0 references
numerical solution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.98059964
0 references
0.94649255
0 references
0.9437829
0 references
0.9397533
0 references
0.9290495
0 references
0.92606264
0 references
0.91378564
0 references
0.91347337
0 references
0.9132342
0 references
