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20122021
most citedMoment-SOS hierarchy and exit time of stochastic processes

3 citations · 4 across the 3 of their papers we have counts for

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math.PR2018

Optimal bail-out dividends problem with transaction cost and capital injection constraint

Mauricio Junca, Harold Moreno-Franco, José Luis Pérez

We consider the bail-out optimal dividend problem under fixed transaction costs for a Lévy risk model. Furthermore, we consider the version with a constraint expected net present v…