An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (Q3621149)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density |
scientific article |
Statements
An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (English)
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14 April 2009
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Levy process
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stochastic control
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divident problem
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complete monotonicity
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