A probabilistic model for cash flow

MaRDI QIDQ5396164zbMATH OpenFDO

Authors

Publication date 5 February 2014

zbMATH Keywords

central limit theoremfunctional central limit theoremmartingaleprobabilistic modelrandom walkstrong law of large numbers

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cited in

(4)

• Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model
• Modeling the stochastic dynamics of Zakaat
• A strong law of large numbers for a probabilistic cash flow model
• The utility of cash flow forecasts in the management of corporate cash balances

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