Work

A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control

Year: 2003

Type: article

Source: SIAM Journal on Control and Optimization

DOI: 10.1137/s0363012900382667

Authors: Tahir Choulli, Michael Taksar, Xun Yu Zhou

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2077092908

FWCI: 7.176

Cites: 13

Cited by: 124

Related to: 10