Numerical Methods for Optimal Dividend Payment and Investment Strategies of Markov-Modulated Jump Diffusion Models with Regular and Singular Controls

• 作者Zhuo Jin, G. Yin
• 卷第159卷
• 期第1期
• 文件大小897.25KB
• 发表时间2013-10
• DOI10.1007/s10957-012-0263-7
• 页码246-271