Mathematical Control and Related Fields (MCRF)

Numerical methods for dividend optimization using regime-switching jump-diffusion models
Pages: 21 - 40, Volume 1, Issue 1, March 2011

doi:10.3934/mcrf.2011.1.21      Abstract        References        Full text (397.8K)           Related Articles

Zhuo Jin - Department of Mathematics, Wayne State University, Detroit, Michigan 48202, United States (email)
George Yin - Department of Mathematics, Wayne State University, Detroit, Michigan 48202, United States (email)
Hailiang Yang - Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam Road, Hong Kong, China (email)

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