The optimal cash holding models for stochastic cash management of continuous time
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Publication:1716921
DOI10.3934/jimo.2017034zbMath1412.91026OpenAlexW2600823816MaRDI QIDQ1716921
Peibiao Zhao, Zhengyan Wang, Guanghua Xu, Zu-di Lu
Publication date: 5 February 2019
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2017034
HJB equationcash balancecash management of continuous timeinterval of safe areaoptimal cash holdings
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The asymptotic behavior of the optimal cash holding strategy under a class of utility functions, A probabilistic approach to the stochastic fluid cash management balance problem
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