On Optimal Cash Management under a Stochastic Volatility Model (Q5406936)
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scientific article; zbMATH DE number 6279698
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Optimal Cash Management under a Stochastic Volatility Model |
scientific article; zbMATH DE number 6279698 |
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On Optimal Cash Management under a Stochastic Volatility Model (English)
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4 April 2014
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optimal cash management
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stochastic volatility
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dynamic programming
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HJB equations
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