The W,Z/ν,δ paradigm for the first passage of strong Markov processes without positive jumps
Year of publication: |
2019
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Authors: | Avram, Florin ; Grahovac, Danijel ; Vardar-Acar, Ceren |
Subject: | first passage | drawdown process | spectrally negative process | scale functions | dividends | de Finetti valuation objective | variational problem | Theorie | Theory | Stochastischer Prozess | Stochastic process | Dividende | Dividend | Markov-Kette | Markov chain | Volatilität | Volatility |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7010018 [DOI] hdl:10419/257856 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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