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"Optimality of Refraction Strategies for Spectrally Negative Lévy ..."

Daniel Hernández-Hernández, José-Luis Pérez, Kazutoshi Yamazaki (2016)

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DOI: 10.1137/15M1051208

access: closed

type: Journal Article

metadata version: 2020-10-26

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  - journals/siamco/Hernandez-Hernandez16
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  - https://dblp.org/rec/journals/siamco/Hernandez-Hernandez16
Daniel Hernández-Hernández, José-Luis Pérez, Kazutoshi Yamazaki:
Optimality of Refraction Strategies for Spectrally Negative Lévy Processes. SIAM J. Control. Optim. 54(3): 1126-1156 (2016)

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