Numerical Methods for Optimal Dividend Payment and Investment Strategies of Markov-Modulated Jump Diffusion Models with Regular and Singular Controls

✍ Scribed by Zhuo Jin, G. Yin

• Book ID: 120738157
• Publisher: Springer
• Year: 2013
• Tongue: English
• Weight: 897 KB
• Volume: 159
• Category: Article
• ISSN: 0022-3239
• DOI: 10.1007/s10957-012-0263-7