Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
Zhuo Jin, Hailiang Yang, G George Yin
Automatica | PERGAMON-ELSEVIER SCIENCE LTD | Published : 2013
Awarded by Research Grants Council of HKSAR
Awarded by National Science Foundation
The first author's research was supported in part by Early Career Research Grant by The University of Melbourne. The second author's research was supported in part by Research Grants Council of HKSAR (Project No. HKU 706611P). The third author's research was supported in part by the National Science Foundation under DMS-1207667. The material in this paper was not presented at any conference. This paper was recommended for publication in revised form by Associate Editor Qing Zhang under the direction of Editor Berc Rustem.