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A hyperbolic model of optimal cash balances |
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| Authors: | John van der Burg Xiaojing Song |
| Institution: | 1. Nelson Marlborough Institute of Technology, Nelson, New Zealand;2. Victoria Business School, Victoria University of Wellington, Wellington, New Zealand;3. Norwich Business School, University of East Anglia, Norwich, UK |
| Abstract: | |
| Keywords: | Cash balance hyperbolic Hamilton–Jacobi–Bellman equation Pearson Type IV probability density |