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"Optimal Control with Absolutely Continuous Strategies for Spectrally ..."

Andreas E. Kyprianou, Ronnie Loeffen, José Luis Pérez (2012)

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DOI: 10.1017/S0021900200008913

access: closed

type: Journal Article

metadata version: 2020-04-16

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Andreas E. Kyprianou, Ronnie Loeffen, José Luis Pérez:
Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes. J. Appl. Probab. 49(1): 150-166 (2012)

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