A generalized impulse control model of cash management
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Publication:951514
DOI10.1016/S0165-1889(03)00064-2zbMath1179.91251OpenAlexW2066890716MaRDI QIDQ951514
Avner Bar-Ilan, David Perry, Wolfgang Stadje
Publication date: 24 October 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(03)00064-2
Brownian motionsuperpositioncompound Poisson processcost functionalscash managementoptional samplingtarget-trigger control
Stochastic models in economics (91B70) Brownian motion (60J65) Corporate finance (dividends, real options, etc.) (91G50)
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