Pages that link to "Item:Q5411898"
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The following pages link to Precautionary measures for credit risk management in jump models (Q5411898):
Displaying 16 items.
- Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
- Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
- On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
- Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548) (← links)
- Optimality of multi-refraction control strategies in the dual model (Q1622523) (← links)
- On the bail-out optimal dividend problem (Q1626508) (← links)
- On optimal periodic dividend strategies for Lévy risk processes (Q1641138) (← links)
- Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
- On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes (Q2695946) (← links)
- Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
- An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem (Q3450458) (← links)
- REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL (Q4563792) (← links)
- On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models (Q4611286) (← links)
- On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models (Q5106718) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
- American step-up and step-down default swaps under Lévy models (Q5746748) (← links)
