Optimal liquidity management and hedging in the presence of a non-predictable investment opportunity (Q2452156)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal liquidity management and hedging in the presence of a non-predictable investment opportunity |
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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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