An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal dividends problem with transaction costs for spectrally negative Lévy processes |
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An optimal dividends problem with transaction costs for spectrally negative Lévy processes (English)
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10 February 2012
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Lévy process
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stochastic control
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impulse control
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dividend problem
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scale function
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