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Published in 2018 at "Journal of Optimization Theory and Applications"
DOI: 10.1007/s10957-018-1340-3
Abstract: This paper studies the optimal dividend problem with capital injection under the constraint that the cumulative dividend strategy is absolutely continuous. We consider an open problem of the general spectrally negative case and derive the…
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Keywords:
optimal dividend;
dividend problem;
bail optimal;
dividend ... See more keywords