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Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model - MaRDI portal

Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model (Q2438431)

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Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model
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    Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model (English)
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    11 March 2014
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    optimal strategy
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    dual jump-diffusion model
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    dividend payment
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    capital injection
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    restricted dividend rate
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    fixed cost
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