An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091)
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scientific article; zbMATH DE number 6004616
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| English | An optimal dividends problem with transaction costs for spectrally negative Lévy processes |
scientific article; zbMATH DE number 6004616 |
Statements
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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0.8984821438789368
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0.8932865858078003
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0.8795412182807922
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0.8712627291679382
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