220 citations to https://www.mathnet.ru/rus/rm1059
  1. Zhao Jinyan, Liu Guoxin, 2010 Third International Conference on Information and Computing, 2010, 81  crossref
  2. Xin Guo, Guoliang Wu, “Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes”, SIAM J Control Optim, 48:2 (2009), 594  crossref  mathscinet  zmath  isi
  3. Erhan Bayraktar, Masahiko Egami, “A unified treatment of dividend payment problems under fixed cost and implementation delays”, Mathematical Methods of OR, 2009  crossref  isi
  4. Diana Dorobantu, Maria Elvira Mancino, Monique Pontier, “Optimal strategies in a risky debt context”, Stochastics An International Journal of Probability and Stochastic Processes, 81:3-4 (2009), 269  crossref
  5. Jiezhong Zou, Zhenzhong Zhang, Jiankang Zhang, “Optimal Dividend Payouts Under Jump-Diffusion Risk Processes”, Stochastic Models, 25:2 (2009), 332  crossref
  6. R.L. Loeffen, “An optimal dividends problem with transaction costs for spectrally negative Lévy processes”, Insurance: Mathematics and Economics, 45:1 (2009), 41  crossref
  7. Angelos Dassios, Shanle Wu, “On barrier strategy dividends with Parisian implementation delay for classical surplus processes”, Insurance: Mathematics and Economics, 45:2 (2009), 195  crossref
  8. Benjamin Avanzi, “Strategies for Dividend Distribution”, North American Actuarial Journal, 13:2 (2009), 217  crossref
  9. John A Major, “The Firm-Value Risk Model”, SSRN Journal, 2009  crossref
  10. Chuming Wang, Menghai Wang, Shengnan Dong, 2009 International Conference on Management and Service Science, 2009, 1  crossref
Предыдущая
1
14
15
16
17
18
19
20
22
Следующая