Optimality of impulse control problem in refracted Lévy model with Parisian Ruin and transaction costs

Czarna, Irmina; Kaszubowski, Adam

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Optimality of impulse control problem in refracted Lévy model with Parisian Ruin and transaction costs

Description

Title: Optimality of impulse control problem in refracted Lévy model with Parisian Ruin and transaction costs
Journal title: Journal of Optimization Theory and Applications
Creator: Czarna, Irmina ; Kaszubowski, Adam
Pages: s. 982-1007
Date issued: 2020
Type: Tekst
Identifier: ISSN 0022-3239 ; https://doi.org/10.1007/s10957-020-01682-1
Language: eng
Has version: https://doi.org/10.1007/s10957-020-01682-1
License: CC BY
Detailed object type: art
Object type: Artykuł
Location: Vol. 185, iss. 3 (2020)

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