Optimization of the flow of dividends

被引:203
作者
JeanblancPicque, M
Shiryaev, AN
机构
[1] Steklov Institute of Mathematics, Russian Academy of Sciences
关键词
D O I
10.1070/RM1995v050n02ABEH002054
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
[No abstract available]
引用
收藏
页码:257 / 277
页数:21
相关论文
共 6 条
[1]  
DUBINS LE, 1993, TEOR VEROYA PRIMEN, V38, P288
[2]  
Jacod J., 2003, LIMIT THEOREMS STOCH
[3]  
JEANBLANCPICQUE M, 1993, MATH FINANC, V3, P161
[4]  
RADNER R, IN PRESS RISK PROFIT
[5]  
RADNER R, RISK PROFIT POTENTIA
[6]  
Revuz D., 1991, CONTINUOUS MARTINGAL