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"Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on ..."

Bahman Angoshtari, Erhan Bayraktar, Virginia R. Young (2019)

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DOI: 10.1137/18M119567X

access: closed

type: Journal Article

metadata version: 2019-10-19

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Bahman Angoshtari, Erhan Bayraktar, Virginia R. Young:
Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates. SIAM J. Financial Math. 10(2): 547-577 (2019)

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