Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: Hansjoerg Albrecher / rank | |||
Property / author | |||
Property / author: Hansjoerg Albrecher / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W4360824175 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Revision as of 20:26, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal dividends under a drawdown constraint and a curious square-root rule |
scientific article |
Statements
Optimal dividends under a drawdown constraint and a curious square-root rule (English)
0 references
12 April 2023
0 references
optimal dividends
0 references
viscosity solution
0 references
HJB equation
0 references
optimal control
0 references