Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs |
scientific article |
Statements
Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (English)
0 references
23 June 2015
0 references
barrier strategy
0 references
dual model
0 references
HJB equation
0 references
jump-diffusion
0 references
optimal dividend strategy
0 references
stochastic control
0 references
0 references
0 references
0 references
0 references
