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Tax optimization with a terminal value for the Lévy risk processes - MaRDI portal

Tax optimization with a terminal value for the Lévy risk processes (Q2691498)

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Tax optimization with a terminal value for the Lévy risk processes
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    Tax optimization with a terminal value for the Lévy risk processes (English)
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    29 March 2023
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    spectrally negative Lévy process
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    terminal value
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    HJB equation
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    tax optimization
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