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Optimality of Impulse Control Problem in Refracted Lévy Model with Parisian Ruin and Transaction Costs.

Irmina CzarnaAdam Kaszubowski
Published in: J. Optim. Theory Appl. (2020)
Keyphrases
  • probabilistic model
  • transaction costs
  • theoretical framework
  • long term
  • mathematical model
  • probability density function