Optimal Dividend Policy when Cash Surplus Follows the Telegraph Process
Article in Mathematical Notes (January 2021)
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Решение задачи оптимизации выплаты дивидендов фирмой, прибыль которой определяется телеграфным процессом
Article in Mathematical Notes (December 2020)
On pricing basket credit default swaps
Article in Quantitative Finance (December 2013)