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Optimal cash management using impulse control - MaRDI portal

Optimal cash management using impulse control (Q6135894)

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scientific article; zbMATH DE number 7732049
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English
Optimal cash management using impulse control
scientific article; zbMATH DE number 7732049

    Statements

    title
    Optimal cash management using impulse control (English)
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    author
    Peter Lakner
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    Josh Reed
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    publication date
    28 August 2023
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    zbMATH Keywords
    impulse control
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    cash management problem
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    Lévy processes
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    Brownian motion
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    cites work
    Q5683339
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    Q4274285
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    Book Reviews
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    Q4435813
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    Q4937701
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    Identifiers

    arXiv ID
    2206.04107
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    Mathematics Subject Classification ID
    91G99
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    93C27
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    60G51
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    zbMATH DE Number
    7732049
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