Liquidity management with decreasing returns to scale and secured credit line

Erwan Pierre, Stéphane Villeneuve, Xavier Warin. Liquidity management with decreasing returns to scale and secured credit line. Finance and Stochastics, 20(4):809-854, 2016. [doi]

Authors

Erwan Pierre

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Stéphane Villeneuve

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Xavier Warin

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