Optimal dividends in the dual model under transaction costs (Q2015482)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividends in the dual model under transaction costs |
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Optimal dividends in the dual model under transaction costs (English)
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23 June 2014
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dual model
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dividends
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impulse control
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spectrally positive Lévy processes
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scale functions
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