A refracted Lévy process with delayed dividend pullbacks
Zijia Wang, Mohamed Amine Lkabous, David Landriault
| Year of publication: |
2023
|
|---|---|
| Authors: | Wang, Zijia ; Lkabous, Mohamed Amine ; Landriault, David |
| Subject: | delayed dividend pullbacks | refraction | Spectrally negative Lévy process | threshold dividend strategy | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2022.2163512 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014384012