ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (Q5214827)
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scientific article; zbMATH DE number 7163349
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS |
scientific article; zbMATH DE number 7163349 |
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ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (English)
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5 February 2020
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threshold strategy
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dual model
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optimal dividend strategy
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scale functions
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spectrally positive Lévy process
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stochastic control
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