Bo, L., Wang, W., & Yan, K. (2026). De Finetti's Poissonian dividend control problem under spectrally positive Markov additive process. Stochastic Models, 42(2), 159. https://doi.org/10.1080/15326349.2025.2564086
Chicago Style (17th ed.) CitationBo, Lijun, Wenyuan Wang, and Kaixin Yan. "De Finetti's Poissonian Dividend Control Problem Under Spectrally Positive Markov Additive Process." Stochastic Models 42, no. 2 (2026): 159. https://doi.org/10.1080/15326349.2025.2564086.
MLA (9th ed.) CitationBo, Lijun, et al. "De Finetti's Poissonian Dividend Control Problem Under Spectrally Positive Markov Additive Process." Stochastic Models, vol. 42, no. 2, 2026, p. 159, https://doi.org/10.1080/15326349.2025.2564086.
Warning: These citations may not always be 100% accurate.