Singular Control in a Cash Management Model with Ambiguity

The dataset used in the paper is a singular control model of cash reserve management, driven by a diffusion under ambiguity.

Data and Resources

Cite this as

Arnon Archankul, Giorgio Ferrari, Tobias Hellmann, Jacco J.J. Thijssen (2024). Dataset: Singular Control in a Cash Management Model with Ambiguity. https://doi.org/10.57702/6epsvu30

DOI retrieved: December 16, 2024

Additional Info

Field Value
Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.48550/arXiv.2309.12014
Author Arnon Archankul
More Authors
Giorgio Ferrari
Tobias Hellmann
Jacco J.J. Thijssen