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Convexity and smoothness of scale functions and de Finetti's control problem (2008)

First Author: Kyprianou A

Attributed to: Analytical properties of scale functions funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.0801.1951

Publication URI: https://arxiv.org/abs/0801.1951

Type: Preprint