A generalized impulse control model of cash management (Q951514)
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scientific article; zbMATH DE number 5356935
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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