Singular Control in a Cash Management Model with Ambiguity

Fuente: arXiv

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Bibliographic Details
Main Authors:	Archankul, Arnon, Ferrari, Giorgio, Hellmann, Tobias, Thijssen, Jacco J. J.
Format:	Preprint
Published:	2023
Subjects:	Risk Management Optimization and Control Mathematical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2309.12014