Numerical Methods for Optimal Dividend Payment and Investment Strategies of Markov-Modulated Jump Diffusion Models with Regular and Singular Controls
Work
Year: 2013
Type: article
Institutions The University of Melbourne, Wayne State University
Cites: 20
Cited by: 17
Related to: 10
FWCI: 1.416
Citation percentile (by year/subfield): 90.7
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed