Optimality of Refraction Strategies for Spectrally Negative Lévy Processes (Q2807401): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of Refraction Strategies for Spectrally Negative Lévy Processes |
scientific article |
Statements
Optimality of Refraction Strategies for Spectrally Negative Lévy Processes (English)
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20 May 2016
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stochastic control
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refracted Lévy processes
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optimality
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scale functions
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