2009-04-01
Optimal dividend payouts under jump-diffusion risk processes
Publication
Publication
Stochastic Models , Volume 25 - Issue 2 p. 332- 347
Additional Metadata | |
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Dividend payouts, Jump-diffusion processes, Quasi-variational inequalities, Stochastic impulse control | |
dx.doi.org/10.1080/15326340902870133 | |
Stochastic Models | |
Organisation | Department of Economics |
Zou, J. (Jiezhong), Zhang, Z. (Zhenzhong), & Zhang, J. (2009). Optimal dividend payouts under jump-diffusion risk processes. Stochastic Models, 25(2), 332–347. doi:10.1080/15326340902870133
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