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"Optimality of Impulse Control Problem in Refracted Lévy Model with ..."

Irmina Czarna, Adam Kaszubowski (2020)

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DOI: 10.1007/S10957-020-01682-1

access: open

type: Journal Article

metadata version: 2021-10-14

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  - https://dblp.org/rec/journals/jota/CzarnaK20
Irmina Czarna, Adam Kaszubowski:
Optimality of Impulse Control Problem in Refracted Lévy Model with Parisian Ruin and Transaction Costs. J. Optim. Theory Appl. 185(3): 982-1007 (2020)

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