Dividend maximization in hidden Markov models and analysis of associated stochastic differential equations

Michaela Szölgyenyi

Institute for Statistics and Mathematics

Publication: Thesis › Doctoral thesis

Original language	English
Awarding Institution	Johannes Kepler University
Publication status	Published - 1 Jul 2015

Austrian Classification of Fields of Science and Technology (ÖFOS)

101024 Probability theory
401117 Viticulture
101014 Numerical mathematics

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