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Singular control in a cash management model with ambiguity

20250 citationsJournal Article

Authors

Arnon Archankul · University of York

Giorgio Ferrari · Bielefeld University

Tobias Hellmann · Siempelkamp (Germany)

Jacco Thijssen · University of York

Topics & Keywords

Stochastic processes and financial applications Economic theories and models Probability and Risk Models

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: European Journal of Operational Research

Volume 327, Issue 2, pp. 500-514

DOI: 10.1016/j.ejor.2025.07.023

Field-Weighted Citation Impact: 0.00

Singular control in a cash management model with ambiguity | Researchclopedia