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]
@article{PierreVW16,
title = {Liquidity management with decreasing returns to scale and secured credit line},
author = {Erwan Pierre and Stéphane Villeneuve and Xavier Warin},
year = {2016},
doi = {10.1007/s00780-016-0312-4},
url = {http://dx.doi.org/10.1007/s00780-016-0312-4},
researchr = {https://researchr.org/publication/PierreVW16},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {20},
number = {4},
pages = {809-854},
}