Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7222160
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimality of hybrid continuous and periodic barrier strategies in the dual model |
scientific article; zbMATH DE number 7222160 |
Statements
Optimality of hybrid continuous and periodic barrier strategies in the dual model (English)
0 references
17 July 2020
0 references
dividends
0 references
Lévy processes
0 references
periodic strategies
0 references
scale functions
0 references
dual model
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.892004132270813
0 references
0.881699800491333
0 references
0.8768370747566223
0 references
0.8735918998718262
0 references
0.8661106824874878
0 references
