Optimality of refraction strategies for spectrally negative Lévy processes (Q2807401)
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scientific article; zbMATH DE number 6583365
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| English | Optimality of refraction strategies for spectrally negative Lévy processes |
scientific article; zbMATH DE number 6583365 |
Statements
20 May 2016
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stochastic control
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refracted Lévy processes
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optimality
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scale functions
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Optimality of refraction strategies for spectrally negative Lévy processes (English)
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0.8894939422607422
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0.8524611592292786
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0.8514964580535889
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0.8179869651794434
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0.8178623914718628
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