"An Optimal Dividend Problem with Capital Injections over a Finite Horizon."

Giorgio Ferrari, Patrick Schuhmann (2019)

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DOI: 10.1137/18M1184588

access: closed

type: Journal Article

metadata version: 2020-07-09

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Giorgio Ferrari, Patrick Schuhmann:
An Optimal Dividend Problem with Capital Injections over a Finite Horizon. SIAM J. Control. Optim. 57(4): 2686-2719 (2019)

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