10 résultats  enregistrer la recherche


hal-00264359v1  Pré-publication, Document de travail
Florin AvramZbigniew PalmowskiMartijn R. PistoriusOn the optimal dividend problem for a spectrally negative L\'{e}vy process
Published at http://dx.doi.org/10.1214/105051606000000709 in the Annals of Applied Probability (h.. 2007
hal-00488316v1  Article dans une revue
Florin AvramNikolai LeonenkoLandy RabehasainaSeries Expansions for the First Passage Distribution of Wong-Pearson Jump-Diffusions
Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2009, 27 (4), p. 770 - 796. <10.1080/07362990902976611>