Optimal dividends in the dual model under transaction costs (Q2015482): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2069651886 / rank | |||
Normal rank |
Revision as of 19:52, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal dividends in the dual model under transaction costs |
scientific article |
Statements
Optimal dividends in the dual model under transaction costs (English)
0 references
23 June 2014
0 references
dual model
0 references
dividends
0 references
impulse control
0 references
spectrally positive Lévy processes
0 references
scale functions
0 references