A mathematical model and the optimal strategy in the transactions between one bank and the Central Bank (Q4969533)
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scientific article; zbMATH DE number 7260026
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A mathematical model and the optimal strategy in the transactions between one bank and the Central Bank |
scientific article; zbMATH DE number 7260026 |
Statements
13 October 2020
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Brownian motion with drift
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double Skorokhod formula
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optimal control
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barrier strategy
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0.7512688040733337
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0.738643229007721
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0.7324055433273315
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