Add to ORKG(will be inserted by the editor) Optimal dividend policies with transaction costs for a class of jump-diffusion processe
Stochastic differential utility, Forward–backward stochastic differential equation, Lattice algorith...
In this paper, we propose a new model for pricing stock and dividend derivatives. We jointly specify...
A computational solution is found for a optimal consumption and portfolio policy problem in which th...
This paper addresses the problem of finding an optimal dividend policy for a class of jump-diffusion...
AbstractIn Bai and Paulsen [L. Bai, J. Paulsen, Optimal dividend policies with transaction costs for...
This paper proposes an equilibrium model for evaluating equity with optimal dividend policy in a jum...
optimal dividend, payment strategy, Poisson process, risk process, Wiener Process,
In this paper, we study the optimal control problem for a company whose surplus process evolves as a...
This paper proposes an equilibrium model for evaluating equity with optimal dividend policy in a jum...
The thesis examines a generalised problem of optimal control of a firm through reinsurance, dividen...
In this paper, we consider a company where surplus follows a rather general di usion process and who...
202103 bcvcAccepted ManuscriptRGCHong Kong Early Career Scheme No. 25302116Publishe
NOTICE: this is the author’s version of a work that was accepted for publication in Economic Modelli...
We study the optimal dividend problem where the surplus process of an insurance company is modelled ...
This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...
Stochastic differential utility, Forward–backward stochastic differential equation, Lattice algorith...
In this paper, we propose a new model for pricing stock and dividend derivatives. We jointly specify...
A computational solution is found for a optimal consumption and portfolio policy problem in which th...
This paper addresses the problem of finding an optimal dividend policy for a class of jump-diffusion...
AbstractIn Bai and Paulsen [L. Bai, J. Paulsen, Optimal dividend policies with transaction costs for...
This paper proposes an equilibrium model for evaluating equity with optimal dividend policy in a jum...
optimal dividend, payment strategy, Poisson process, risk process, Wiener Process,
In this paper, we study the optimal control problem for a company whose surplus process evolves as a...
This paper proposes an equilibrium model for evaluating equity with optimal dividend policy in a jum...
The thesis examines a generalised problem of optimal control of a firm through reinsurance, dividen...
In this paper, we consider a company where surplus follows a rather general di usion process and who...
202103 bcvcAccepted ManuscriptRGCHong Kong Early Career Scheme No. 25302116Publishe
NOTICE: this is the author’s version of a work that was accepted for publication in Economic Modelli...
We study the optimal dividend problem where the surplus process of an insurance company is modelled ...
This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...
Stochastic differential utility, Forward–backward stochastic differential equation, Lattice algorith...
In this paper, we propose a new model for pricing stock and dividend derivatives. We jointly specify...
A computational solution is found for a optimal consumption and portfolio policy problem in which th...