Optimal liquidity management and hedging in the presence of a non-predictable investment opportunity (Q2452156)
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scientific article; zbMATH DE number 6299117
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| English | Optimal liquidity management and hedging in the presence of a non-predictable investment opportunity |
scientific article; zbMATH DE number 6299117 |
Statements
Optimal liquidity management and hedging in the presence of a non-predictable investment opportunity (English)
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30 May 2014
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liquidity management
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singular control problem
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one-dimensional free boundary problem
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maximum principle
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0.7496494650840759
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0.7354076504707336
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0.7225154638290405
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0.7091124057769775
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0.708294153213501
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