Optimising dividends and consumption under an exponential CIR as a discount factor
Crossref DOI link: https://doi.org/10.1007/s00186-020-00714-w
Published Online: 2020-06-03
Published Print: 2020-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Eisenberg, Julia
Mishura, Yuliya
Funding for this research was provided by:
FWF Austrian Science Fund (V 603-N35)
Text and Data Mining valid from 2020-06-03
Version of Record valid from 2020-06-03
Article History
Received: 9 September 2019
Revised: 18 April 2020
First Online: 3 June 2020