Stochastic optimal control of Lévy tax processes with bailouts

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ghanim, Dalal Al, Loeffen, Ronnie, Watson, Alexander R.
Format:	Preprint
Published:	2024
Subjects:	Probability Optimization and Control
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2408.16385