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A generalized impulse control model of cash management
Avner Bar-Ilan
,
David Perry
, Wolfgang Stadje
Department of Economics
Department of Statistics
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peer-review
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Keyphrases
Impulse Control
100%
Control Model
100%
Cash Management
100%
Control Process
50%
Steady State
50%
Compound Poisson Process
50%
Money Flow
50%
Flow Process
50%
Phase-type Distribution
50%
Brownian Motion
50%
Cost Functional
50%
Impulse Control Problem
50%
Trigger Values
50%
Closed-form Results
50%
Engineering
Closed Form
100%
Superposition
100%
Control Model
100%
Optimal Value
100%
Distribution Type
100%
Process Flow
100%
Poisson Process
100%