Dividend optimization for jump-diffusion model with solvency constraints
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Publication:1984693
DOI10.1016/j.orl.2020.01.006OpenAlexW3005339190MaRDI QIDQ1984693
Yongwu Li, Zuo Quan Xu, Shou-Yang Wang, Zhong-Fei Li
Publication date: 7 April 2020
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2020.01.006
jump-diffusionbarrier strategydividend paymentpartial integro-differential equationsolvency constraints
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