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Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes

✍ Scribed by Shen, Ying; Yin, Chuan-cun; Yuen, Kam Chuen

Book ID: 121596262
Publisher: Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year: 2013
Tongue: English
Weight: 262 KB
Volume: 29
Category: Article
ISSN: 0168-9673
DOI: 10.1007/s10255-013-0248-9

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