Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching | |
Wei, Jiaqin; Yang, Hailiang; Wang, Rongming | |
2011 | |
会议名称 | Workshop on Stochastic Analysis and Finance |
会议日期 | JUN 29-JUL 03, 2009 |
关键词 | Regime switching dividend strategy compound Poisson model stochastic control HJB equation |
卷号 | 65 |
页码 | 413-429 |
收录类别 | CPCI-S |
会议录 | STOCHASTIC ANALYSIS WITH FINANCIAL APPLICATIONS, HONG KONG 2009
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URL标识 | 查看原文 |
内容类型 | 会议论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/6057196 |
专题 | 山东大学 |
作者单位 | 1.East China Normal Univ, Sch Finance & Stat, Shanghai 200241, Peoples R China. 2.Univ Hong Kong, Dept S |
推荐引用方式 GB/T 7714 | Wei, Jiaqin,Yang, Hailiang,Wang, Rongming. Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching[C]. 见:Workshop on Stochastic Analysis and Finance. JUN 29-JUL 03, 2009. |
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