The following publications are possibly variants of this publication:
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- Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injectionsZhuo Jin, Hailiang Yang, Gang George Yin. automatica, 49(8):2317-2329, 2013. [doi]
- Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the CostsQ. S. Song, G. Yin. siamco, 48(3):1831-1857, 2009. [doi]
- Stability of numerical methods for jump diffusions and Markovian switching jump diffusionsZhixin Yang, G. Yin, Haibo Li. jcam, 275:197-212, 2015. [doi]
- Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulationZhuo Jin, YuMin Wang, G. Yin. jcam, 235(8):2842-2860, 2011. [doi]
- Numerical Methods for Controlled Switching DiffusionsG. Yin, C. Zhang, L. Y. Wang. lssc 2018: 33-44 [doi]