"Exit problems for jump processes with applications to dividend problems."

Chuancun Yin, Ying Shen, Yuzhen Wen (2013)

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DOI: 10.1016/J.CAM.2012.12.004

access: open

type: Journal Article

metadata version: 2021-02-16

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Chuancun Yin, Ying Shen, Yuzhen Wen:
Exit problems for jump processes with applications to dividend problems. J. Comput. Appl. Math. 245: 30-52 (2013)

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