Optimal dividend payout with path-dependent drawdown constraint (Q7226960)
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scientific article; zbMATH DE number 8183795
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| English | Optimal dividend payout with path-dependent drawdown constraint |
scientific article; zbMATH DE number 8183795 |
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Optimal dividend payout with path-dependent drawdown constraint (English)
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8 April 2026
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optimal dividend payout
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drawdown constraint
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path-dependent constraint
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free boundary problem
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gradient constraint
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