Ruin probabilities and optimal investment when the stock...

Ruin probabilities and optimal investment when the stock price follows an exponential Lévy process

Li, Ping, Zhao, Wu, Zhou, Wei
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Volume:
259
Language:
english
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2014.12.042
Date:
May, 2015
File:
PDF, 530 KB
english, 2015
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