scholarly journals Numerical Methods for Optimal Dividend Payment and Investment Strategies of Markov-Modulated Jump Diffusion Models with Regular and Singular Controls

2013 ◽  
Vol 159 (1) ◽  
pp. 246-271 ◽  
Author(s):  
Zhuo Jin ◽  
G. Yin
Keyword(s):  
Numerical Methods ◽  
Jump Diffusion ◽  
Diffusion Models ◽  
Investment Strategies ◽  
Dividend Payment ◽  
Singular Controls ◽  
Optimal Dividend ◽  
Markov Modulated

scholarly journals Numerical methods for dividend optimization using regime-switching jump-diffusion models

2011 ◽  
Vol 1 (1) ◽  
pp. 21-40 ◽  
Author(s):  
Zhuo Jin ◽  
◽  
George Yin ◽  
Hailiang Yang ◽  
Keyword(s):  
Numerical Methods ◽  
Regime Switching ◽  
Jump Diffusion ◽  
Diffusion Models
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