Optimal risk and liquidity management with costly refinancing opportunities (Q2513438): Difference between revisions

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Revision as of 19:54, 19 March 2024

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Optimal risk and liquidity management with costly refinancing opportunities
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    Optimal risk and liquidity management with costly refinancing opportunities (English)
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    28 January 2015
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    liquidity management
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    risk exposure
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    singular stochastic control
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    stochastic impulse control
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