Optimal Dividend Policy when Cash Reserves Follow a Jump-Diffusion Process Under Markov-Regime Switching (Q5252246)
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scientific article; zbMATH DE number 6441361
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Dividend Policy when Cash Reserves Follow a Jump-Diffusion Process Under Markov-Regime Switching |
scientific article; zbMATH DE number 6441361 |
Statements
Optimal Dividend Policy when Cash Reserves Follow a Jump-Diffusion Process Under Markov-Regime Switching (English)
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29 May 2015
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optimal dividend policy
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Markov chain
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regime switching
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jump-diffusion process
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stochastic control
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