Optimal Impulse Control for Cash Balance Management in Jump-Diffusion Model

Optimal Impulse Control for Cash Balance Management in Jump-Diffusion Model

Deng Guohe, Yang Xiangqun

PDF(236 KB)

PDF(236 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2008, Vol. 24 ›› Issue (2) : 157-165.

Optimal Impulse Control for Cash Balance Management in Jump-Diffusion Model

{{article.zuoZhe_EN}}

Author information +

History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

Cite this article

Download Citations

{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2008, 24(2): 157-165

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}

{{article.copyrightLicense_en}}

PDF(236 KB)

Accesses

Citation

Detail

Sections

Recommended

/

〈

〉