Optimal Dividend Problem: Asymptotic Analysis
نویسندگان
چکیده
We revisit the classical problem of optimal payment dividends and determine degree to which diffusion approximation serves as a valid risk model for this p...
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ژورنال
عنوان ژورنال: Siam Journal on Financial Mathematics
سال: 2021
ISSN: ['1945-497X']
DOI: https://doi.org/10.1137/20m1354738