Lévy Bandits Under Poissonian Decision Times
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Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-47417-0_24
Reference24 articles.
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2. Avanzi, B., Cheung, E. C., Wong, B., Woo, J.K.: On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. Insurance Math. Econom. 52, 98–113 (2013)
3. Bertoin, J.: Lévy processes. Cambridge University Press, Cambridge (1996)
4. Carr, P.: Randomization and the American put. Rev. Financ. Stud. 11(3), 597-626 (1998)
5. Czarna, I., Palmowski, Z.: Dividend problem with Parisian delay for a spectrally negative Lévy risk process. J. Optim. Theory Appl. 161(1), 239-256 (2014)
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