Avram, Florin; Perez-Garmendia, Jose-Luis - In: Risks : open access journal 7 (2019) 4/117, pp. 1-21
“basic” monotone harmonic functions/martingales have been developed. This means that for these processes many control … problems involving dividends, capital injections, etc., may be solved explicitly once the two basic functions have been … computing the basic functions are still lacking outside the Lévy and diffusion classes. This divergence between theoretical and …