Optimal dividends in the dual model under transaction costs (Q2015482): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1301.7525 / rank | |||
Normal rank | |||
Revision as of 23:38, 18 April 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
