Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644): Difference between revisions
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Revision as of 05:33, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend problem with a terminal value for spectrally positive Lévy processes |
scientific article |
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Optimal dividend problem with a terminal value for spectrally positive Lévy processes (English)
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23 June 2014
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barrier strategy
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dual model
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optimal dividend strategy
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scale functions
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spectrally positive Lévy process
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stochastic control
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