Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of hybrid continuous and periodic barrier strategies in the dual model |
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Optimality of hybrid continuous and periodic barrier strategies in the dual model (English)
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17 July 2020
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dividends
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Lévy processes
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periodic strategies
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scale functions
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dual model
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