Диссертация (1138224), страница 15
Текст из файла (страница 15)
98, 5. Ñ. 71102.36. Grossman Gene M., Helpman Elhanan. Innovation and Growth in theGlobal Economy. The MIT Press, 1993. Ò. 1 èçMIT Press Books.37. Aghion Philippe, Howitt Peter. A Model of Growth through CreativeDestruction // Econometrica.
1992. March. Ò. 60, 2. Ñ. 32351.38. Thompson Peter, Waldo Doug. Growth and trustified capitalism //Journal of Monetary Economics.1994. December.Ò. 34, 3.Ñ. 445462.39. van de Klundert Theo, Smulders Sjak. Strategies for Growth in aMacroeconomic Setting // The Manchester School of Economic &Social Studies. 1995. December. Ò. 63, 4. Ñ. 388411.40. Peretto Pietro F. Sunk Costs, Market Structure, and Growth //International Economic Review.1996. November.Ò. 37, 4.Ñ. 895923.41.
Peretto Pietro, Smulders Sjak. Technological Distance, Growth AndScale Effects // Economic Journal. 2002. July. Ò. 112, 481. Ñ. 603624.42. Schroder Philipp J.H., Sørensen Allan. Firm exit, technologicalprogress and trade // European Economic Review. 2012. December.Ò. 56, 3. Ñ. 579591.43. Hufbauer Gary. The Impact of National Characteristics & Technologyon the Commodity Composition of Trade in Manufactured Goods //The Technology Factor in International Trade.NBER Chapters.National Bureau of Economic Research, Inc, 1970. August.
Ñ. 143232.44. Gray H., Martin John. On the meaning and measurement of productdifferentiation in international trade: A reply // Review of World117Economics (Weltwirtschaftliches Archiv). 1982. June. Ò. 118, 2.Ñ. 335337.45. Ïîñïåëîâ Èãîðü Ã., Ðàäèîíîâ Ñòàíèñëàâ À. Äèíàìèêà êîëè÷åñòâàôèðì â ðàìêàõ êîíöåïöèè ýêîíîìèêè ðàçíîîáðàçèÿ // Ìàòåìàòè÷åñêîå ìîäåëèðîâàíèå. 2014. Ò. 26, 5. Ñ. 6580.46. de Finetti B. Su un'impostazione alternativa della teoria collettivadel rischio // Transactions of the XVth International Congress ofActuaries. 1957.47. Radner Roy, Shepp Larry. Risk vs Profit Potential: A Model forCorporate Strategy // Journal of Economic Dynamics and Control.1996.
Ò. 20. Ñ. 13731393.48. Jeanblanc-Picque M., Shiryaev A. Optimization of the flow ofdividends // Russian Mathematical Surveys.1995.Ò. 50, 2.Ñ. 257277.49. Asmussen S., Taksar M. Controlled diffusion models for optimaldividend pay-out // Insurance: Mathematics and Economics.1997.Ò. 20, 1. Ñ. 115.50. Højgaard B., Taksar M. Controlling risk exposure and dividendspayoutschemes:insurancecompanyexample//MathematicalFinance. 1999.
Ò. 9, 2. Ñ. 153182.51. AsmussenS.,HøjgaardB.,TaksarM.OptimalRiskControland Dividend Distribution Policies: Example of Excess-of-LossReinsurance for an Insurance Corporation // Finance and Stochastics.2000. Ò. 4, 3. Ñ. 299324.52. ChoulliTahir,TaksarMichael,ZhouXunYu.Excess-of-lossreinsurance for a company with debt liability and constraints on riskreduction // Quantitative Finance.
2001. Ò. 1, 6. Ñ. 573596.11853. Taksar M. Dependence of the Optimal Risk Control Decisions on theTerminal Value for a Financial Corporation // Annals of OperationsResearch. 2000. Ò. 98, 1. Ñ. 8999.54. Sethi S., Taksar M. Optimal financing of a corporation subject torandom returns // Mathematical Finance. 2002. Ò. 12, 2. Ñ. 155172.55. Løkka Arne, Zervos Mihail. Optimal dividend and issuance ofequity policies in the presence of proportional costs // Insurance:Mathematics and Economics.
2008. Ò. 42. Ñ. 954961.56. Cadenillas A., Sarkar S., Zapatero F. Optimal dividend policy withmean-reverting cash reservoir // Mathematical Finance. 2007. Ò. 17, 1. Ñ. 81109.57. PaulsenJ.Optimaldividendpaymentsuntilruinofdiffusionprocesses when payments are subject to both fixed and proportionalcosts // Advances in Applied Probability. 2007. Ò. 39. Ñ. 669689.58. Decamps Jean-Paul, Villeneuve Stephane. Optimal dividend policyand growth option // Finance and Stochastics.2007.Ò.
11, 1.Ñ. 327.59. He Lin, Liang Zongxia. Optimal financing and dividend control of theinsurance company with proportional reinsurance policy // Insurance:Mathematics and Economics. 2008. Ò. 42. Ñ. 976983.60. He Lin, Hou Ping, Liang Zongxia. Optimal control of the insurancecompanywithproportionalreinsurancepolicyundersolvencyconstraints // Insurance: Mathematics and Economics. 2008. Ò. 43.Ñ.
474479.61. Liang Zongxia, Huang Jianping. Optimal dividend and investingcontrol of an insurance company with higher solvency constraints //Insurance: Mathematics and Economics. 2011. Ò. 49. Ñ. 501511.11962. Belhaj Mohamed. Optimal Dividend Payments When Cash ReservesFollow a Jump-Diffusion Process // Mathematical Finance.2010.Ò. 20, 2. Ñ. 313325.63. Sotomayor Luz, Cadenillas Abel.
Classical and singular stochasticcontrolfortheoptimaldividendpolicywhenthereswitching // Insurance: Mathematics and Economics.is2011.regimeÒ. 48.Ñ. 344354.64. Goldstein Sidney. On Diffusion by Discontinuous Move-ments andon the Telegraph Equation // The Quarterly Journal of Mechanicsand Applied Mathematics. 1951. Ò. 4, 2. Ñ. 129156.65. Kac Mark. A stochastic model related to the telegrapher's equation //Rochy Mountain Journal of Mathematics. 1974. Ò. 4, 3.
Ñ. 497509.66. OrsingherEnzo.Probabilitylaw,flowfunction,maximumdistribution of wave-governed random motions and their connectionswith Kirchoff's laws // Stochastic Processes and their Applications.1990. Ò. 34, 1. Ñ. 4966.67. Foong S. K., Kanno S. Properties of the telegrapher's random withouta trap // Stochastic Processes and their Applications. 1994. Ò. 53, 1. Ñ. 147173.68. BeghinLuisa,NiedduLuciano,OrsingherEnzo.Probabilisticanalysis of the telegrapher's process with drift by means of relativistictransformations // Journal of Applied Mathematics and StochasticAnalysis.
2001. Ò. 14, 1. Ñ. 1125.69. Stadje Wolfgang, Zacks Shelly. Telegraph Processes with RandomVelocities // Journal of Applied Probability. 2004. Ò. 41, 3. Ñ. 665678.12070. Zacks Shelly. Generalized Integrated Telegraph Processes and theDistributionofRelatedStoppingTimes//JournalofAppliedProbability. 2004.
Ò. 41, 2. Ñ. 497507.71. Ratanov Nikita. A jump telegraph model for option pricing //Quantitative Finance. 2007. Ò. 7, 5. Ñ. 575583.72. Crescenzo Antonio Di, Martinucci Barbara. On the GeneralizedTelegraph Process with Deterministic Jumps // Methodology andComputing in Applied Probability. 2011. Ò. 15, 1.
Ñ. 215235.73. Lopez Oscar, Ratanov Nikita. Kac's rescaling for jump-telegraphprocesses // Statistics and Probability Letters.2012.Ò. 82, 10.RandomJumpsÑ. 17681776.74. GeneralizedTelegraphProcessAntonioCrescenzo,AntonellaDiwithIuliano,[è äð.] // Journal of Applied Probability.Barbara2013./MartinucciÒ.
50, 2.Ñ. 450463.75. Masi G. B. Di, Kabanov Yuri, Runggaldier Wolfgang. Mean-VarianceHedging of Options on Stocks with Markov Volatilities // Theory ofProbability and Its Applications. 1995. Ò. 39, 1. Ñ. 172182.76. Bondarenko Yuri. Probabilistic model for Description of Evolution ofFinancial Indices // Cybernetics and Systems Analysis. 2000. Ò. 36, 5. Ñ. 738742.77. Crescenzo Antonio Di, Pellerey Franco. On Prices' Evolutions Basedon Geometric Telegrapher's Process // Applied Stochastic Models inBusiness and Industry.
2002. Ò. 18, 2. Ñ. 171184.78. Ratanov Nikita, Melnikov Alexander. On Financial markets based ontelegraph processes // Stochastics. 2008. Ò. 80, 2-3. Ñ. 247268.79. Ratanov Nikita. Option pricing model based on a Markov-modulateddiffusion with jumps // Brazilian Journal of Probability and Statistics.2010. Ò. 24, 2. Ñ. 413431.12180. Lopez Oscar, Ratanov Nikita. Option pricing driven by a telegraphprocess with random jumps // Journal of Applied Probability. 2012.Ò. 49, 3. Ñ. 838849.81.
Path-integral solution of the telegrapher equation: An applicationto the tunneling time determination / D. Mugnai, A. Ranfagni,R. Ruggeri [è äð.] // Physical Review Letters. 1992. Ò. 68, 259.Ñ. 259262.82. Joseph D. D., Preziosi Luigi. Heat waves // Reviews of ModernPhysics. 1989. Ò. 61, 3. Ñ.
4173.83. Ishimaru Akira. Diffusion of light in turbid material // AppliedOptics. 1989. Ò. 28, 12. Ñ. 22102215.84. Zhu Jinxia, Chen Feng. Dividend optimization for regime-switchinggeneral diffusions // Insurance: Mathematics and Economics. 2013.Ò. 53, 2. Ñ.
439456.85. Jiang Zhengjun, Pistorius Martijn. Optimal dividend distributionunder Markov regime switching // Finance and Stochastics.2012.Ò. 16, 3. Ñ. 449476.86. Wei Jiaqin, Wang Rongming, Yang Hailiang. On the optimal dividendstrategy in a regime-switching diffusion model // Advances inApplied Probability. 2012. Ò. 44, 3. Ñ. 886906.87. Jiang Zhengjun.
Optimal dividend policy when cash reserves followa jump-diffusion process under Markov-regime switching // Journalof Applied Probability. 2015. Ò. 52, 1. Ñ. 209223.88. Pospelov Igor G., Radionov Stanislav A. Optimal Dividend PolicyWhen Cash Surplus Follows Telegraph Process: Tech. Rep.: WPBRP 48/FE/2015: National Research University Higher School ofEconomics, 2015.89. Masoliver Jaume, Porra Josep M., Weiss George H. Solution tothe telegrapher's equation in the presence of reflecting and partly122reflecting boundaries // Rhysical Review E.1993.Ò. 48, 2.Ñ.
![](https://s.studizba.com/z.php?f=/templates/si/i/noavatar.png&w=100&h=100&t=1"){kind=avatar}
