Tax optimization with a terminal value for the Lévy risk processes

DOI10.3934/JIMO.2022205OpenAlexW4312620455MaRDI QIDQ2691498

Publication date: 29 March 2023

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2022205

zbMATH Keywords

terminal value HJB equation spectrally negative Lévy process tax optimization

Mathematics Subject Classification ID

Differential geometry of symmetric spaces (53C35)

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