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Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty.
Shumin Chen
Zhongfei Li
Yan Zeng
Published in:
SIAM J. Financial Math. (2018)
Keyphrases
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diffusion process
optimal strategy
brownian motion
anisotropic diffusion
dynamic programming
information diffusion
diffusion model
diffusion processes
decision making
feature vectors
image analysis
optical flow
optimal control
diffusion equation
homogeneous areas
impurity atom