Optimal risk and liquidity management with costly refinancing opportunities

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Bibliographische Detailangaben
Veröffentlicht in:	Insurance / Mathematics & economics
1. Verfasser:	Barth, Andrea (VerfasserIn)
Weitere Verfasser:	Moreno-Bromberg, Santiago (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2014
Schlagworte:	Liquidity management > Risk exposure > Singular stochastic control > Stochastic impulse control > Aufsatz in Zeitschrift
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