Optimal Control with Absolutely Continuous Strategies for...

Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes

Kyprianou, Andreas E., Loeffen, Ronnie, Pérez, José-Luis
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Volume:
49
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1017/s0021900200008913
Date:
March, 2012
File:
PDF, 147 KB
english, 2012
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