The optimal cash holding models for stochastic cash management of continuous time (Q1716921)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The optimal cash holding models for stochastic cash management of continuous time |
scientific article |
Statements
The optimal cash holding models for stochastic cash management of continuous time (English)
0 references
5 February 2019
0 references
cash management of continuous time
0 references
cash balance
0 references
interval of safe area
0 references
optimal cash holdings
0 references
HJB equation
0 references