Optimal dividend distribution under Markov regime switching
| Year of publication: |
2012
|
|---|---|
| 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 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010847056