Optimal dividend strategies in the diffusion model with stochastic return on investments (Q545419)
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scientific article; zbMATH DE number 5911392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend strategies in the diffusion model with stochastic return on investments |
scientific article; zbMATH DE number 5911392 |
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Optimal dividend strategies in the diffusion model with stochastic return on investments (English)
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22 June 2011
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barrier strategy
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diffusion model
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dividend
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HJB equation
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threshold strategy
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