Optimal dividend problem with a terminal value for spectrally positive Lévy processes

Chuancun Yin; Yuzhen Wen

Year of publication:	2013
Authors:	Yin, Chuancun ; Wen, Yuzhen
Published in:	Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 769-773
Subject:	Barrier strategy \| Dual model \| Optimal dividend strategy \| Scale functions \| Spectrally positive Lévy process \| Stochastic control \| Dividende \| Dividend \| Stochastischer Prozess \| Stochastic process \| Optionspreistheorie \| Option pricing theory \| Portfolio-Management \| Portfolio selection

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