"Optimal Dividend Strategy for a General Diffusion Process with ..."

Shumin Chen, Zhongfei Li, Yan Zeng (2018)

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DOI: 10.1137/16M1088983

access: closed

type: Journal Article

metadata version: 2024-05-07

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Shumin Chen, Zhongfei Li, Yan Zeng:
Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty. SIAM J. Financial Math. 9(1): 274-314 (2018)

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