Optimality of Impulse Control Problem in Refracted Lévy Model with Parisian Ruin and Transaction Costs
Crossref DOI link: https://doi.org/10.1007/s10957-020-01682-1
Published Online: 2020-05-25
Published Print: 2020-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Czarna, Irmina
Kaszubowski, Adam
Funding for this research was provided by:
Narodowe Centrum Nauki (2015/19/D/ST1/01182, 2015/17/B/ST1/01102)
Text and Data Mining valid from 2020-05-25
Version of Record valid from 2020-05-25
Article History
Received: 8 July 2019
Accepted: 1 May 2020
First Online: 25 May 2020