A generalized impulse control model of cash management (Q951514)

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scientific article; zbMATH DE number 5356935
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    A generalized impulse control model of cash management
    scientific article; zbMATH DE number 5356935

      Statements

      A generalized impulse control model of cash management (English)
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      24 October 2008
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      cash management
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      Brownian motion
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      compound Poisson process
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      superposition
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      optional sampling
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      target-trigger control
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      cost functionals
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