The asymptotic behavior of the optimal cash holding strategy under a class of utility functions (Q2151478)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic behavior of the optimal cash holding strategy under a class of utility functions |
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The asymptotic behavior of the optimal cash holding strategy under a class of utility functions (English)
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1 July 2022
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cash holding
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duality theory
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HJB equation
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