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

@@ Property / author @@
-José Luis Pérez Garmendia
@@ Property / author: José Luis Pérez Garmendia / rank @@
-Normal rank
@@ Property / author @@
+José Luis Pérez Garmendia
@@ Property / author: José Luis Pérez Garmendia / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2963087091
@@ Property / OpenAlex ID: W2963087091 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.07918
@@ Property / arXiv ID: 1511.07918 / rank @@
+Normal rank
@@ 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
@@ Property / cites work @@
+On the optimal dividend problem for a spectrally negative Lévy process
+Normal rank
@@ Property / cites work @@
+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
+Normal rank
@@ Property / cites work @@
+Precautionary measures for credit risk management in jump models
+Normal rank
@@ Property / cites work @@
+Phase-type Fitting of scale functions for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Optimality of Refraction Strategies for Spectrally Negative Lévy Processes
+Normal rank
@@ 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
+Normal rank
@@ 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
+Normal rank
@@ Property / cites work @@
+An Excursion-Theoretical Approach to Some Boundary Crossing Problems and the Skorokhod Embedding for Reflected Lévy Processes
+Normal rank
@@ Property / cites work @@
+On the time spent in the red by a refracted L\'evy risk process
+Normal rank
@@ Property / cites work @@
+Optimal dividend problem with a terminal value for spectrally positive Lévy processes
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4563792