On the optimality of the refraction-reflection strategies for Lévy processes (Q6044251)
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scientific article; zbMATH DE number 7686795
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the optimality of the refraction-reflection strategies for Lévy processes |
scientific article; zbMATH DE number 7686795 |
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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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