REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL (Q4563792): Difference between revisions

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+W2963087091
@@ Property / OpenAlex ID: W2963087091 / rank @@
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+.07918
@@ Property / arXiv ID: 1511.07918 / rank @@
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@@ Property / cites work @@
+Russian and American put options under exponential phase-type Lévy models.
+Normal rank
@@ Property / cites work @@
+Optimal Dividends in the Dual Model with Diffusion
+Normal rank
@@ Property / cites work @@
+Optimal dividends in the dual model
@@ Property / cites work: Optimal dividends in the dual model / rank @@
+Normal rank
@@ Property / cites work @@
+Q2890528
@@ Property / cites work: Q2890528 / rank @@
+Normal rank
@@ Property / cites work @@
+On optimal periodic dividend strategies in the dual model with diffusion
+Normal rank
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+On the optimal dividend problem for a spectrally negative Lévy process
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+ON OPTIMAL DIVIDENDS IN THE DUAL MODEL
@@ Property / cites work: ON OPTIMAL DIVIDENDS IN THE DUAL MODEL / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal dividends in the dual model under transaction costs
+Normal rank
@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+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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+Phase-type Fitting of scale functions for spectrally negative Lévy processes
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@@ Property / cites work @@
+Optimality of Refraction Strategies for Spectrally Negative Lévy Processes
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@@ Property / cites work @@
+Q3412812
@@ Property / cites work: Q3412812 / rank @@
+Normal rank
@@ Property / cites work @@
+Refracted Lévy processes
@@ Property / cites work: Refracted Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes
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@@ Property / cites work @@
+Occupation times of refracted Lévy processes
@@ Property / cites work: Occupation times of refracted Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+On doubly reflected completely asymmetric Lévy processes.
+Normal rank
@@ Property / cites work @@
+On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
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@@ Property / cites work @@
+An Excursion-Theoretical Approach to Some Boundary Crossing Problems and the Skorokhod Embedding for Reflected Lévy Processes
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+On the time spent in the red by a refracted L\'evy risk process
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@@ Property / cites work @@
+Optimal dividend problem with a terminal value for spectrally positive Lévy processes
+Normal rank