Optimal Liquidity management and Hedging in the presence of a non-predictable investment opportunity
Date
2014Indexation documentaire
Economie financièreSubject
Liquidity management; Singular control problem; One-dimensional free boundary problem; Maximum principleCode JEL
G32; G31; G33; G35Nom de la revue
Mathematics and Financial EconomicsVolume
8Numéro
2Date de publication
2014Pages article
193-227Nom de l'éditeur
SpringerMétadonnées
Afficher la notice complèteAuteur
Villeneuve, Stéphane
Warin, Xavier