Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model

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Publication:5078056

DOI10.1080/03610926.2019.1620953OpenAlexW2947510045MaRDI QIDQ5078056

Xu Chen, Wenyan Zhuo

Publication date: 20 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1620953




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