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Optimal dividends with incomplete information in the dual model - MaRDI portal

Optimal dividends with incomplete information in the dual model (Q974808)

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scientific article; zbMATH DE number 5717856
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Optimal dividends with incomplete information in the dual model
scientific article; zbMATH DE number 5717856

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    Optimal dividends with incomplete information in the dual model (English)
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    8 June 2010
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    optimal dividend barrier
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    De Vylder approximations
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    diffusion approximations
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    gamma approximations
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    gamma process approximations
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