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

Ying SHEN, Chuan-cun YIN, Kam Chuen YUEN

Acta Mathematicae Applicatae Sinica(English Series) ›› 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
Acta Mathematicae Applicatae Sinica(English Series) ›› 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

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2013, 29(4): 705-716 https://doi.org/10.1007/s10255-013-0248-9

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