An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density
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Publication:3621149
DOI10.1239/jap/1238592118zbMath1166.60051OpenAlexW2055423379MaRDI QIDQ3621149
Publication date: 14 April 2009
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1238592118
Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Markov processes (60J99)
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