Pages that link to "Item:Q1974040"

The following pages link to Risk analysis for a stochastic cash manangement model with two type of customers (Q1974040):

Displaying 10 items.

• A generalized impulse control model of cash management (Q951514) (← links)
• Optimal payout policy in presence of downside risk (Q1014300) (← links)
• Bounds for present value functions with stochastic interest rates and stochastic volatility. (Q1394966) (← links)
• Function space integration for annuities. (Q1413284) (← links)
• The optimal cash holding models for stochastic cash management of continuous time (Q1716921) (← links)
• Hybrid optimal impulse control (Q2125528) (← links)
• The asymptotic behavior of the optimal cash holding strategy under a class of utility functions (Q2151478) (← links)
• The expected time to ruin in a risk process with constant barrier via martingales (Q2581777) (← links)
• On singular stochastic control and optimal stopping of spectrally negative jump diffusions (Q3612253) (← links)
• First-exit times for compound poisson processes for some types of positive and negative jumps (Q4532400) (← links)