مرکز منطقه ای اطلاع رساني علوم و فناوري - A generalized impulse control model of cash management

Title of article :

A generalized impulse control model of cash management

Author/Authors :

Avner Bar-Ilan، نويسنده , , David Perry، نويسنده , , Wolfgang Stadje، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

1013

To page :

1033

Keywords :

superposition , Cost functionals , Optionalsampling , Target-trigger control , compound Poisson process , Cash management , Brownian motion

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2004

Journal title :

Journal of Economic Dynamics and Control

Record number :

238656

Link To Document :