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Optimal dividend distribution under Markov regime switching
Jiang, Zhengjun; Pistorius, Martijn - In: Finance and Stochastics 16 (2012) 3, pp. 449-476
Persistent link: https://www.econbiz.de/10010847056
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On perpetual American put valuation and first-passage in a regime-switching model with jumps
Jiang, Zhengjun; Pistorius, Martijn - In: Finance and Stochastics 12 (2008) 3, pp. 331-355
Persistent link: https://www.econbiz.de/10005759637