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A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative Markov processes, until a generalized draw-down time
Avram, Florin
;
Goreac, Dan
- In:
Scandinavian actuarial journal
2019
(
2019
)
9
,
pp. 799-823
Persistent link: https://www.econbiz.de/10012194999
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