Optimal dividends under a drawdown constraint and a curious square-root rule
Hansjörg Albrecher, Pablo Azcue, Nora Muler
| Year of publication: |
2023
|
|---|---|
| Authors: | Albrecher, Hansjörg ; Azcue, Pablo ; Muler, Nora |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 27.2023, 2, p. 341-400
|
| Subject: | HJB equation | Optimal control | Optimal dividends | Viscosity solution | Dividende | Dividend | Mathematische Optimierung | Mathematical programming | Kontrolltheorie | Control theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-023-00500-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014253644