On singular stochastic control and optimal stopping of spectrally negative jump diffusions (Q3612253): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442500802215037
+Normal rank
@@ Property / OpenAlex ID @@
+W2158578072
@@ Property / OpenAlex ID: W2158578072 / rank @@
+Normal rank
@@ Property / cites work @@
+Singular stochastic control in the presence of a state-dependent yield structure
+Normal rank
@@ Property / cites work @@
+A class of solvable impulse control problems
@@ Property / cites work: A class of solvable impulse control problems / rank @@
+Normal rank
@@ Property / cites work @@
+A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation
+Normal rank
@@ Property / cites work @@
+Some remarks on first passage of Lévy processes, the American put and pasting principles
+Normal rank
@@ Property / cites work @@
+A generalized impulse control model of cash management
+Normal rank
@@ Property / cites work @@
+Optimizing venture capital investments in a jump diffusion model
+Normal rank
@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+American options: the EPV pricing model
@@ Property / cites work: American options: the EPV pricing model / rank @@
+Normal rank
@@ Property / cites work @@
+Transform Analysis and Asset Pricing for Affine Jump-diffusions
+Normal rank
@@ Property / cites work @@
+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
+Normal rank
@@ Property / cites work @@
+Pricing Perpetual Options for Jump Processes
@@ Property / cites work: Pricing Perpetual Options for Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
+Normal rank
@@ Property / cites work @@
+Q4802417
@@ Property / cites work: Q4802417 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stopping and perpetual options for Lévy processes
+Normal rank
@@ Property / cites work @@
+Optimal stopping of Hunt and Lévy processes
@@ Property / cites work: Optimal stopping of Hunt and Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Risk analysis for a stochastic cash manangement model with two type of customers
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal risk and dividend distribution control models for an insurance company
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions.
@@ Property / cites work: Applied stochastic control of jump diffusions. / rank @@
+Normal rank