Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model
Senren Tan, Zhuo Jin, G Yin
Nonlinear Analysis: Hybrid Systems | ELSEVIER SCI LTD | Published : 2018
Awarded by Research Grants Council of the Hong Kong Special Administrative Region
Awarded by National Science Foundation
The research of Zhuo Jin was supported in part by Research Grants Council of the Hong Kong Special Administrative Region (project No. HKU 17330816) and Faculty Research Grant by The University of Melbourne. The research of G. Yin was supported in part by the National Science Foundation under grant DMS-1207667.