Optimal cash management under uncertainty (Q1043253): Difference between revisions

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+W3123940692
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+A Stochastic Cash Balance Model with Two Sources of Short-Term Funds
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+Three Asset Cash Balance and Dynamic Portfolio Problems
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+Stochastic Cash Management with Fixed and Proportional Transaction Costs
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+Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time
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+Optimum consumption and portfolio rules in a continuous-time model
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+Q3760262
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+Normal rank
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+Portfolio Selection with Transaction Costs
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+Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients
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+Q4328545
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+Composition and invariance methods for solving some stochastic control problems
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+Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work
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+An equilibrium characterization of the term structure
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+Pricing Interest-Rate-Derivative Securities
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+Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach
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+Publication:1043253