scholarly journals Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections

Automatica ◽  
2013 ◽  
Vol 49 (8) ◽  
pp. 2317-2329 ◽  
Author(s):  
Zhuo Jin ◽  
Hailiang Yang ◽  
G. George Yin
Keyword(s):  
Numerical Methods ◽  
Regime Switching ◽  
Jump Diffusion ◽  
Diffusion Models ◽  
Investment Strategies ◽  
Dividend Payment ◽  
Optimal Dividend ◽  
Capital Injections

scholarly journals Option pricing under regime-switching jump–diffusion models

2014 ◽  
Vol 256 ◽  
pp. 152-167 ◽  
Author(s):  
Massimo Costabile ◽  
Arturo Leccadito ◽  
Ivar Massabó ◽  
Emilio Russo
Keyword(s):  
Option Pricing ◽  
Regime Switching ◽  
Jump Diffusion ◽  
Diffusion Models
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