Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections

✍ Scribed by Jin, Zhuo; Yang, Hailiang; George Yin, G.

• Book ID: 120566981
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 733 KB
• Volume: 49
• Category: Article
• ISSN: 0005-1098
• DOI: 10.1016/j.automatica.2013.04.043