Optimal dividend payout with path-dependent drawdown constraint

Fuente: arXiv

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Bibliographic Details
Main Authors:	Guan, Chonghu, Fan, Jiacheng, Xu, Zuo Quan
Format:	Preprint
Published:	2023
Subjects:	Mathematical Finance Optimization and Control Portfolio Management 35R35, 35Q93, 91G10, 91G30, 93E20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2312.01668