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• W1965150957 abstract "We consider three applications of impulse control in financial mathematics, a cash management problem, optimal control of an exchange rate, and portfolio optimisation under transaction costs. We sketch the different ways of solving these problems with the help of quasi-variational inequalities. Further, some viscosity solution results are presented." @default.
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• W1965150957 date "1999-12-14" @default.
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• W1965150957 title "Some applications of impulse control in mathematical finance" @default.
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• W1965150957 doi "https://doi.org/10.1007/s001860050083" @default.
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