Stochastic models for broker inventory in dealership markets with a cash management interpretation.
From MaRDI portal
Publication:1413279
DOI10.1016/S0167-6687(01)00069-5zbMath1063.91038OpenAlexW2021683978MaRDI QIDQ1413279
Publication date: 16 November 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(01)00069-5
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
A make-to-stock production/inventory model with MAP arrivals and phase-type demands ⋮ A Fluid EOQ Model with Markovian Environment ⋮ An (s, k, S) fluid inventory model with exponential leadtimes and order cancellations ⋮ A JUMP-FLUID PRODUCTION–INVENTORY MODEL WITH A DOUBLE BAND CONTROL
Cites Work
- Inventory models with continuous, stochastic demands
- Determining the control limit policy in a replacement model with linear restoration
- Firm behaviour under the threat of liquidation
- Controlled diffusion models for optimal dividend pay-out
- On estimating the rate of return
- An Operational Calculus for Matrix-Exponential Distributions, with Applications to a Brownian (q, Q) Inventory Model
- AN (S − 1, S) Inventory System with Fixed Shelf Life and Constant Lead Times
- Instantaneous Control of Brownian Motion
- Impulse Control of Brownian Motion
- The Power-Series Algorithm Applied to the Shortest-Queue Model
- Useful martingales for stochastic storage processes with Lévy input
- The Relationship Between Risk and Maturity In A Stochastic Setting
- Transactions Demand for Money with a Stochastic, Time-Varying Interest Rate
- Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
- A Double Band Control Policy of a Brownian Perishable Inventory System
- Consumption and investment under constraints
This page was built for publication: Stochastic models for broker inventory in dealership markets with a cash management interpretation.
