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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Junca, Mauricio"
~subject:"Martingal"
~subject:"Option pricing theory"
~subject:"Stochastic process"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes
Hernández, Camilo
;
Junca, Mauricio
;
Moreno-Franco, Harold
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 57-68
Persistent link: https://www.econbiz.de/10011825364
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