Optimal liquidity management and hedging in the presence of a non-predictable investment opportunity (Q2452156): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal liquidity management and hedging in the presence of a non-predictable investment opportunity |
scientific article |
Statements
Optimal liquidity management and hedging in the presence of a non-predictable investment opportunity (English)
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30 May 2014
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liquidity management
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singular control problem
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one-dimensional free boundary problem
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maximum principle
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