Optimal dividends in the dual model under transaction costs (Q2015482): Difference between revisions

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+.7525
@@ Property / arXiv ID: 1301.7525 / rank @@
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+Russian and American put options under exponential phase-type Lévy models.
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+Optimal Dividends in the Dual Model with Diffusion
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+Optimal dividends in the dual model
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+Q2890528
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+On the optimal dividend problem for a spectrally negative Lévy process
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+Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
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+Optimizing venture capital investments in a jump diffusion model
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+ON OPTIMAL DIVIDENDS IN THE DUAL MODEL
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+Optimality of an $(s,S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-Variational Inequalities Approach
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+Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach
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+Smoothness of scale functions for spectrally negative Lévy processes
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+ON A FLUCTUATION IDENTITY FOR RANDOM WALKS AND LÉVY PROCESSES
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+Phase-type Fitting of scale functions for spectrally negative Lévy processes
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+Occupation densities in solving exit problems for Markov additive processes and their reflections
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+An optimal dividends problem with transaction costs for spectrally negative Lévy processes
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+Applied stochastic control of jump diffusions
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+A Change-of-Variable Formula with Local Time on Surfaces
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+Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility
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+Optimal stochastic control, stochastic target problems, and backward SDE.
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+Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
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