On the optimality of periodic barrier strategies for a spectrally positive Lévy process
José-Luis Pérez, Kazutoshi Yamazaki
| Year of publication: |
November 2017
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|---|---|
| Authors: | Pérez, José-Luis ; Yamazaki, Kazutoshi |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 77.2017, p. 1-13
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| Subject: | Dividends | Capital injection | Lévy processes | Scale functions | Dual model | Stochastischer Prozess | Stochastic process | Dividende | Dividend | Optionspreistheorie | Option pricing theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.08.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011783865