Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs (Q2188956)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs |
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Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs (English)
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15 June 2020
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refracted Lévy process
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Parisian ruin
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dividend problem
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impulse control
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