The optimal cash holding models for stochastic cash management of continuous time (Q1716921)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7012464
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The optimal cash holding models for stochastic cash management of continuous time |
scientific article; zbMATH DE number 7012464 |
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
0.9036677
0 references
0.8984426
0 references
0.8852553
0 references
0.8750852
0 references
0.8729242
0 references
0.86227447
0 references
0.8571989
0 references
0.8568062
0 references