Optimality of the barrier strategy in de Finetti’s dividend...

Journal of Computational and Applied Mathematics 2009 Vol. 233; Iss. 2

Optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes: An alternative approach

Chuancun Yin, Chunwei Wang
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Volume:
233
Year:
2009
Language:
english
Pages:
10
DOI:
10.1016/j.cam.2009.07.051
File:
PDF, 591 KB
english, 2009
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