"A Diffusion Model for Optimal Dividend Distribution for a Company with ..."

Tahir Choulli, Michael Taksar, Xun Yu Zhou (2003)

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DOI: 10.1137/S0363012900382667

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type: Journal Article

metadata version: 2020-07-09

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Tahir Choulli, Michael Taksar, Xun Yu Zhou:
A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control. SIAM J. Control. Optim. 41(6): 1946-1979 (2003)

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