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Martingale optimal transport with stopping
We solve the martingale optimal transport problem for cost functionals represented by optimal stopping problems. The measure-valued martingale approach developed in [A. M. G. Cox and S. Källblad, SIAM J. Control Optim., 55...
On optimal dividends in the dual model
We revisit the dividend payment problem in the dual model of Avanzi et al. ([2–4]). Using the fluctuation theory of spectrally positive Lévy processes, we give a short exposition in which we show the optimality of barrier...
Martingale optimal transport with stopping
We solve the martingale optimal transport problem for cost functionals represented by optimal stopping problems. The measure-valued martingale approach developed in [A. M. G. Cox and S. Källblad, SIAM J. Control Optim., 55...
On optimal dividends in the dual model
We revisit the dividend payment problem in the dual model of Avanzi et al. ([2–4]). Using the fluctuation theory of spectrally positive Lévy processes, we give a short exposition in which we show the optimality of barrier...
A Framework for Evaluating Information Transparency in Supply Chains
Private, public, profit, and non-profit organizations, and society as a whole currently face a significant reliable information necessity problem. Especially supply chains need trustworthy information to perform their activities...
Published by: IGI Global Scientific Publishing