Optimality of Refraction Strategies for Spectrally Negative Lévy Processes
Hernández-Hernández, Daniel, Pérez, José-Luis, Yamazak, KazutoshiVolume:
54
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/15M1051208
Date:
January, 2016
File:
PDF, 622 KB
english, 2016