On the optimality of the refraction-reflection strategies for Lévy processes (Q6044251)
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scientific article; zbMATH DE number 7686795
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| English | On the optimality of the refraction-reflection strategies for Lévy processes |
scientific article; zbMATH DE number 7686795 |
Statements
On the optimality of the refraction-reflection strategies for Lévy processes (English)
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17 May 2023
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Lévy process
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stochastic control
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optimal dividend problem
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0.8761523962020874
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0.873689591884613
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0.8728635907173157
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0.859190821647644
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0.8514964580535889
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