Author:
Bayraktar Erhan,Kyprianou Andreas E.,Yamazaki Kazutoshi
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference25 articles.
1. Russian and American put options under exponential phase-type Lévy models;Asmussen;Stochastic Process. Appl.,2004
2. Optimal dividends in the dual model with diffusion;Avanzi;Astin Bull.,2008
3. Optimal dividends in the dual model;Avanzi;Insurance Math. Econom.,2007
4. Optimal dividends and capital injections in the dual model with diffusion;Avanzi;Astin Bull.,2011
5. On the optimal dividend problem for a spectrally negative Lévy process;Avram;Ann. Appl. Probab.,2007
Cited by
44 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献