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Minimal Solutions to the Skorokhod Reflection Problem Driven by Jump Processes and an Application to Reinsurance

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Baker, Graeme, Chatterjee, Ankita
Format:	Preprint
Publié:	2025
Sujets:	Probability Mathematical Finance 60J50, 60K35 (Primary) 60K30 (Secondary)
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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