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. - Springer. - Vol. 16.2012, 3, p. 449-476
|
Publisher: |
Springer |
Subject: | Optimal dividend distribution | Regime switching | Stochastic control |
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