The optimal cash holding models for stochastic cash management of continuous time (Q1716921)

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scientific article; zbMATH DE number 7012464
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The optimal cash holding models for stochastic cash management of continuous time
scientific article; zbMATH DE number 7012464

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    The optimal cash holding models for stochastic cash management of continuous time (English)
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    5 February 2019
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    cash management of continuous time
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    cash balance
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    interval of safe area
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    optimal cash holdings
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    HJB equation
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