Stochastic Cash Management with Fixed and Proportional Transaction Costs

The Transactions Demand for Cash: An Inventory Theoretic Approach

1952 • 2,378 citations

The Interest-Elasticity of Transactions Demand For Cash

1956 • 1,502 citations

A Model of the Demand for Money by Firms

1966 • 1,349 citations

Stochastic Differential Equations

2006 • 1,328 citations

Introduction to stochastic control

1971 • 642 citations

Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs

1969 • 156 citations

Nouvelles Methodes en Contr�le Impulsionnel

1975 • 127 citations

A continuous time inventory model

1966 • 113 citations

Control Charts and the Minimization of Costs

1963 • 110 citations

The Stochastic Cash Balance Problem with Fixed Costs for Increases and Decreases

1970 • 104 citations

NOUVELLE FORMULATION DE PROBLEMES DE CONTROLE IMPULSIONNEL ET APPLICATIONS

1973 • 98 citations

Solutions for Cash-Balance and Simple Dynamic-Portfolio Problems

1968 • 78 citations

A Stochastic Inventory Model for Rented Equipment

1967 • 58 citations

Optimal Impulse Control of a Diffusion Process with Both Fixed and Proportional Costs of Control

1977 • 54 citations

Surveillance problems: Wiener processes

1965 • 29 citations

A continuous time model for the cash balance problem

1972 • 16 citations

Transaction costs in portfolio and cash management

1974 • 3 citations