Optimal ratcheting of dividends in a Brownian risk model

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Serval ID
serval:BIB_AA907AEFF35E
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Optimal ratcheting of dividends in a Brownian risk model
Journal
SIAM Journal on Financial Mathematics
Author(s)
Albrecher H., Azcue P., Muler N.
ISSN
1945-497X (print)
Publication state
In Press
Peer-reviewed
Oui
Language
english
Create date
17/03/2022 19:41
Last modification date
18/03/2022 7:33
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