Optimal risk and liquidity management with costly refinancing opportunities (Q2513438)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal risk and liquidity management with costly refinancing opportunities |
scientific article |
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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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