Optimality of Refraction Strategies for Spectrally Negative Lévy Processes (Q2807401)

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Optimality of Refraction Strategies for Spectrally Negative Lévy Processes
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    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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