Work

Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates

Year: 2019

Type: article

Source: SIAM Journal on Financial Mathematics

DOI: 10.1137/18m119567x

Authors: Bahman Angoshtari, Erhan Bayraktar, Virginia R. Young

Institutions: University of Washington, University of Michigan

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funder: National Science Foundation

Award: New Problems in Stochastic Control Motivated by Mathematical Finance

OpenAlex ID: W2809293546

FWCI: 1.703

Cites: 15

Cited by: 33

Related to: 10