Optimality of refraction strategies for spectrally negative Lévy processes (Q2807401)
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scientific article; zbMATH DE number 6583365
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of refraction strategies for spectrally negative Lévy processes |
scientific article; zbMATH DE number 6583365 |
Statements
20 May 2016
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stochastic control
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refracted Lévy processes
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optimality
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scale functions
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Optimality of refraction strategies for spectrally negative Lévy processes (English)
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