Optimal ratcheting of dividends in a Brownian risk model

Details

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State: Public
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Serval ID
serval:BIB_AA907AEFF35E
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
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
Published
Issued date
2022
Peer-reviewed
Oui
Volume
13
Number
3
Pages
657-701
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_AA907AEFF35E
Create date
17/03/2022 18:41
Last modification date
26/07/2022 5:37
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