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Дата последнего поиска статьи во внешних источниках: 5 сентября 2016 г.
Аннотация:The idea underlying this paper is to consider inventory control as part of a wider class of economic problems, namely financial risk management. Only discrete-time models are investigated here. In the framework of the Cox-Ross-Rubinstein model of a financial market a combined inventory replenishment and investment policy is obtained. Company solvency is studied as well.