Pages that link to "Item:Q2807401"
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The following pages link to Optimality of Refraction Strategies for Spectrally Negative Lévy Processes (Q2807401):
Displaying 12 items.
- On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
- Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548) (← links)
- On occupation times in the red of Lévy risk models (Q784389) (← links)
- On weighted occupation times for refracted spectrally negative Lévy processes (Q1645119) (← links)
- On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080) (← links)
- MFGs for partially reversible investment (Q2145812) (← links)
- Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
- REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL (Q4563792) (← links)
- On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models (Q5106718) (← links)
- Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes (Q5136747) (← links)
- On the optimality of the refraction-reflection strategies for Lévy processes (Q6044251) (← links)
- Approximation of \(N\)-player stochastic games with singular controls by mean field games (Q6164096) (← links)
