References

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• 2007On the optimal dividend problem for a spectrally negative Lévy process302 cited
• 1993Impulse Control Method and Exchange Rate270 cited
• 2008On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes216 cited
• 1978Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time186 cited
• 2010Smoothness of scale functions for spectrally negative Lévy processes162 cited
• 2005Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach111 cited
• 1998Optimal stochastic intervention control with application to the exchange rate105 cited
• 1986A Solvable One-Dimensional Model of a Diffusion Inventory System96 cited
• 2010Refracted Lévy processes91 cited
• 2014Phase-type fitting of scale functions for spectrally negative Lévy processes87 cited
• 2009Optimality of an $(s,S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-Variational Inequalities Approach38 cited
• 2002Optimal impulse control for cash management¶with quadratic holding-penalty costs37 cited
• 2014Games of singular control and stopping driven by spectrally one-sided Lévy processes