Alternative Approach to the Optimality of the Threshold Strategy for Spectrally Negative Lévy Processes

Ying SHEN, Chuan-cun YIN, Kam Chuen YUEN

应用数学学报(英文版) ›› 2013, Vol. 29 ›› Issue (4) : 705-716.

中国科学院数学与系统科学研究院期刊网
应用数学学报(英文版) ›› 2013, Vol. 29 ›› Issue (4) : 705-716. DOI: 10.1007/s10255-013-0248-9
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Alternative Approach to the Optimality of the Threshold Strategy for Spectrally Negative Lévy Processes

    Ying SHEN1, Chuan-cun YIN1, Kam Chuen YUEN2
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Alternative Approach to the Optimality of the Threshold Strategy for Spectrally Negative Lévy Processes

    Ying SHEN1, Chuan-cun YIN1, Kam Chuen YUEN2
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2013, 29(4): 705-716 https://doi.org/10.1007/s10255-013-0248-9
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2013, 29(4): 705-716 https://doi.org/10.1007/s10255-013-0248-9
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