Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149): Difference between revisions

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+W1843140841
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+.5163
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+Russian and American put options under exponential phase-type Lévy models.
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+On the optimal dividend problem for a spectrally negative Lévy process
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+The McKean stochastic game driven by a spectrally negative Lévy process
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+Optimality of doubly reflected Lévy processes in singular control
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+The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process
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+ON OPTIMAL DIVIDENDS IN THE DUAL MODEL
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+Optimal dividends in the dual model under transaction costs
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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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+Q3100667
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+Impulsive control in management: Prospects and applications
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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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+Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
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+Smoothness of scale functions for spectrally negative Lévy processes
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+Precautionary measures for credit risk management in jump models
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+On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models
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+Phase-type Fitting of scale functions for spectrally negative Lévy processes
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+Default swap games driven by spectrally negative Lévy processes
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+Exit problem for a spectrally positive process
@@ Property / cites work: Exit problem for a spectrally positive process / rank @@
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+Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes
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+Games of singular control and stopping driven by spectrally one-sided Lévy processes
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+Optimality of Refraction Strategies for Spectrally Negative Lévy Processes
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+Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes
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+Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes
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+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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+Meromorphic Lévy processes and their fluctuation identities
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+A capped optimal stopping problem for the maximum process
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+Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
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+Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels
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+General tax Structures and the Lévy Insurance Risk Model
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+American step-up and step-down default swaps under Lévy models
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+On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
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+An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density
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+An optimal dividends problem with transaction costs for spectrally negative Lévy processes
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+Optimal stopping problems for the maximum process with upper and lower caps
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+On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
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+Problem of destruction and resolvent of a terminating process with independent increments
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+OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS
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+Contraction options and optimal multiple-stopping in spectrally negative Lévy models
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+Optimal dividend problem with a terminal value for spectrally positive Lévy processes
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