Optimal Dividend Distribution Under Drawdown and Ratcheting...

SIAM Journal on Financial Mathematics 2019 / 01 Vol. 10; Iss. 2

Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates

Angoshtari, Bahman, Bayraktar, Erhan, Young, Virginia R.
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Volume:
10
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/18M119567X
Date:
January, 2019
File:
PDF, 1.07 MB
english, 2019
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