Optimal dividends under a drawdown constraint and a curious square-root rule (Q6403053)

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scientific article; zbMATH DE number 7673718
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Optimal dividends under a drawdown constraint and a curious square-root rule
scientific article; zbMATH DE number 7673718

    Statements

    publication date
    24 June 2022
    0 references
    arXiv ID
    2206.12220
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    arXiv classification
    math.OC
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    q-fin.MF
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    author
    Hansjoerg Albrecher
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    Pablo Azcue
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    Nora Muler
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    Mathematics Subject Classification ID
    91G50
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    49L25
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    93E20
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    zbMATH DE Number
    7673718
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