Optimal Dividend Problem for the Compound Binomial Model with Capital Injections.

Yali He Xiuping Zhao

Published in: ICICA (1) (2010)

Keyphrases

computational model
objective function
cost function
evolutionary algorithm
closed form
management system
probabilistic model
autoregressive
linear model
formal model
sensitivity analysis
parameter estimation
worst case
database
dynamic programming
data model
decision making
data sets
real time