Optimal risk and liquidity management with costly refinancing opportunities (Q2513438)
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scientific article; zbMATH DE number 6391694
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal risk and liquidity management with costly refinancing opportunities |
scientific article; zbMATH DE number 6391694 |
Statements
Optimal risk and liquidity management with costly refinancing opportunities (English)
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28 January 2015
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liquidity management
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risk exposure
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singular stochastic control
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stochastic impulse control
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0.8053067326545715
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0.780650794506073
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0.7784746885299683
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0.776481568813324
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0.7651780843734741
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