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"Do generalized draw-down times lead to better dividends? A Pontryagin ..."
Florin Avram, Dan Goreac (2021)
- Florin Avram, Dan Goreac
:
Do generalized draw-down times lead to better dividends? A Pontryagin principle-based answer. IMA J. Math. Control. Inf. 38(1): 361-377 (2021)
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