Optimal dividend distribution under Markov regime switching
Year of publication: |
2012
|
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Authors: | Jiang, Zhengjun ; Pistorius, Martijn |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 16.2012, 3, p. 449-476
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Subject: | Dividende | Dividend | Markov-Kette | Markov chain | Theorie | Theory |
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