Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644)

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Optimal dividend problem with a terminal value for spectrally positive Lévy processes
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    Optimal dividend problem with a terminal value for spectrally positive Lévy processes (English)
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    23 June 2014
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    barrier strategy
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    dual model
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    optimal dividend strategy
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    scale functions
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    spectrally positive Lévy process
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    stochastic control
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