Optimal Periodic Dividend and Capital Injection Strategies for Diffusion Models with Restricted Dividend Rates and Transaction Costs#br#

Optimal Periodic Dividend and Capital Injection Strategies for Diffusion Models with Restricted Dividend Rates and Transaction Costs#br#

LI Manman, ZHANG Yingying

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PDF(334 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2022, Vol. 38 ›› Issue (5) : 659-673.

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Optimal Periodic Dividend and Capital Injection Strategies for Diffusion Models with Restricted Dividend Rates and Transaction Costs#br#

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