Convexity and Smoothness of Scale Functions and de Finetti's Control Problem (2009)
Attributed to:
Analytical properties of scale functions
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/s10959-009-0220-z
Publication URI: http://dx.doi.org/10.1007/s10959-009-0220-z
Type: Journal Article/Review
Parent Publication: Journal of Theoretical Probability
Issue: 2