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

Overview

Published in

  • Journal of Optimization Theory and Applications

Time

Date/time value

  • 2013

Identity

Digital Object Identifier (DOI)

  • 10.1007/s10957-012-0263-7

Additional Document Info

Parent Title

  • JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS

Volume

  • 159

Issue

  • 1

Publisher

  • Kluwer Academic/Plenum Publishers