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"Optimising dividends and consumption under an exponential CIR as a ..."

Julia Eisenberg, Yuliya Mishura (2020)

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DOI: 10.1007/S00186-020-00714-W

access: open

type: Journal Article

metadata version: 2024-03-22

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  - journals/mmor/EisenbergM20
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  - https://dblp.org/rec/journals/mmor/EisenbergM20
Julia Eisenberg, Yuliya Mishura:
Optimising dividends and consumption under an exponential CIR as a discount factor. Math. Methods Oper. Res. 92(2): 285-309 (2020)

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