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Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes
Shen, Ying, Yin, Chuan-cun, Yuen, Kam ChuenVolume:
29
Language:
english
Journal:
Acta Mathematicae Applicatae Sinica, English Series
DOI:
10.1007/s10255-013-0248-9
Date:
October, 2013
File:
PDF, 262 KB
english, 2013