Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty

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Publication:4635250

DOI10.1137/16M1088983zbMath1408.91227OpenAlexW2787188012MaRDI QIDQ4635250

Shu-Min Chen, Yan Zeng, Zhong-Fei Li

Publication date: 16 April 2018

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/16m1088983




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