Optimal bank management under capital and liquidity constraints
Year of publication: |
2014
|
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Authors: | Astic, Fabian ; Tourin, Agnès |
Published in: |
Journal of financial engineering. - Hackensack, NJ : World Scientific, ISSN 2345-7686, ZDB-ID 2813048-0. - Vol. 1.2014, 3, p. 1-21
|
Subject: | Optimal stochastic control | financial regulations | bank optimal management | free boundary problem | monotone Finite Difference scheme | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Bankenliquidität | Bank liquidity | Bankenregulierung | Bank regulation | Liquiditätsbeschränkung | Liquidity constraint |
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