An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An optimal dividends problem with transaction costs for spectrally negative Lévy processes |
scientific article; zbMATH DE number 6004616
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal dividends problem with transaction costs for spectrally negative Lévy processes |
scientific article; zbMATH DE number 6004616 |
Statements
An optimal dividends problem with transaction costs for spectrally negative Lévy processes (English)
0 references
10 February 2012
0 references
Lévy process
0 references
stochastic control
0 references
impulse control
0 references
dividend problem
0 references
scale function
0 references
0 references
0 references
0 references
0 references
