Analysis of the stochastic cash balance problem using a level crossing technique

DOI10.1007/S10479-018-2822-2zbMath1434.91069OpenAlexW2795621964WikidataQ130027233 ScholiaQ130027233MaRDI QIDQ1730548

Ben A. Chaouch

Publication date: 6 March 2019

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-018-2822-2

zbMATH Keywords

stationary analysiscash balance problemlevel-crossing method

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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