Two-side exit problems for taxed Lévy risk process involving the general draw-down time (Q1642249)
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scientific article; zbMATH DE number 6891969
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-side exit problems for taxed Lévy risk process involving the general draw-down time |
scientific article; zbMATH DE number 6891969 |
Statements
Two-side exit problems for taxed Lévy risk process involving the general draw-down time (English)
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20 June 2018
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two-side exit problems
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tax
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spectrally negative Lévy process
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draw-down time
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