Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548): Difference between revisions

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-José Luis Pérez Garmendia
@@ Property / author: José Luis Pérez Garmendia / rank @@
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@@ 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 @@
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+W2963289174
@@ Property / OpenAlex ID: W2963289174 / rank @@
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@@ Property / arXiv ID @@
+.02444
@@ Property / arXiv ID: 1612.02444 / rank @@
+Normal rank
@@ Property / cites work @@
+Russian and American put options under exponential phase-type Lévy models.
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+On optimal periodic dividend strategies in the dual model with diffusion
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+Spectrally negative Lévy processes with Parisian reflection below and classical reflection above
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+ON OPTIMAL DIVIDENDS IN THE DUAL MODEL
@@ Property / cites work: ON OPTIMAL DIVIDENDS IN THE DUAL MODEL / rank @@
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+Smoothness of scale functions for spectrally negative Lévy processes
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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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+Optimality of Refraction Strategies for Spectrally Negative Lévy Processes
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+AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING
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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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+Occupation times of intervals until first passage times for spectrally negative Lévy processes
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+On the optimality of periodic barrier strategies for a spectrally positive Lévy process
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+On the refracted-reflected spectrally negative Lévy processes
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+Contraction options and optimal multiple-stopping in spectrally negative Lévy models
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+Inventory Control for Spectrally Positive Lévy Demand Processes
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@@ links / mardi / name / links / mardi / name @@
+Publication:781548