Optimization of risk policy and dividends with fixed transaction costs under interest rate
interest rate、transaction costs、optimization problem、stochastic control、value function
07
O1(数学)
The first author was supported by the National Natural Science Foundation of China11001139;11171164;the Specialized Research Fund for the Doctoral Program of Higher Education20100031120002;The second author was supported by the National Natural Science Foundation of China11101225
2012-10-29(万方平台首次上网日期,不代表论文的发表时间)
795-811