"Optimal Ratcheting of Dividends in a Brownian Risk Model."

Hansjörg Albrecher, Pablo Azcue, Nora Muler (2022)

> Home

Details and statistics

DOI: 10.1137/20M1387171

access: closed

type: Journal Article

metadata version: 2022-08-25

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/AlbrecherAM22
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/AlbrecherAM22
Hansjörg Albrecher, Pablo Azcue, Nora Muler:
Optimal Ratcheting of Dividends in a Brownian Risk Model. SIAM J. Financial Math. 13(3): 657-701 (2022)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.