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WitrynaWe 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 … WitrynaMy name is Shane Harris and I am currently a first-year studying Finance at the Kelley School of Business at Indiana University. Here at IU, I am an involved student who is member of the Hutton ... darlows estate agents newport gwent
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