Do generalized draw-down times lead to better dividends? A Pontryagin principle-based answer (Q5162737)
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scientific article; zbMATH DE number 7421131
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Do generalized draw-down times lead to better dividends? A Pontryagin principle-based answer |
scientific article; zbMATH DE number 7421131 |
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Do generalized draw-down times lead to better dividends? A Pontryagin principle-based answer (English)
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5 November 2021
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stochastic control
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stochastic jump process
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draw-down
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maximum principle
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dividends
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