, Volume 7, Issue 4, pp 457-473

Optimal dividend payouts for diffusions with solvency constraints

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Manuscript received: February 2002; final version received: October 2002
This work was supported in part by the Norwegian Research Council and the University of Chicago. It was written while the author was visiting the Department of Statistics and the Mathematical Finance Program at the University of Chicago. I would like to thank them, and in particular Per Mykland, for their hospitality.