On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857)
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scientific article; zbMATH DE number 6848673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications |
scientific article; zbMATH DE number 6848673 |
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On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (English)
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9 March 2018
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spectrally negative Lévy process
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scale functions
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capital injections
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dividend optimization
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valuation problem
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Parisian absorbtion and reflection
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