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Inventory control for spectrally positive Lévy demand processes
Yamazaki, Kazutoshi - In: Mathematics of operations research 42 (2017) 1, pp. 212-237
Persistent link: https://www.econbiz.de/10011654629
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Occupation times of jump-diffusion processes with double exponential jumps and the pricing of options
Cai, Ning; Chen, Nan; Wan, Xiangwei - In: Mathematics of operations research 35 (2010) 2, pp. 412-437
Persistent link: https://www.econbiz.de/10003985724
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Localization and exact simulation of Brownian motion-driven stochastic differential equations
Chen, Nan; Huang, Zhengyu - In: Mathematics of operations research 38 (2013) 3, pp. 591-616
Persistent link: https://www.econbiz.de/10009787357
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On singular control for Lévy processes
Noba, Kei; Yamazaki, Kazutoshi - In: Mathematics of operations research 48 (2023) 3, pp. 1213-1234
Persistent link: https://www.econbiz.de/10014329210
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Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options
Cai, Ning; Chen, Nan; Wan, Xiangwei - In: Mathematics of operations research 35 (2010) 2, pp. 412-438
Persistent link: https://www.econbiz.de/10008420821
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Localization and Exact Simulation of Brownian Motion-Driven Stochastic Differential Equations
Chen, Nan; Huang, Zhengyu - In: Mathematics of operations research 38 (2013) 3, pp. 591-616
Persistent link: https://www.econbiz.de/10010162456