1 citations · 1 across the 4 of their papers we have counts for
4 papers
The funds market bank problem
Elena Cristina Canepa, Traian A Pirvu
This paper considers the problem faced by a bank which trades in the funds market so as to maintain the reserve requirements and minimize the costs of doing that. We work in a stoc…
Stochastic production planning with regime switching
Elena Cristina Canepa, Dragos-Patru Covei, Traian A. Pirvu
This paper considers a stochastic production planning problem with regime switching. There are two regimes corresponding to different economic cycles. A factory is planning its pro…
A Stochastic production planning problem
Elena Cristina Canepa, Dragos-Patru Covei, Traian A. Pirvu
Stochastic production planning problems were studied in several works; the model with one production good was discussed in [3]. The extension to several economic goods is not a tri…
One bank problem in the federal funds market
Traian A. Pirvu, Elena Cristina Canepa
The model of this paper gives a convenient strategy that a bank in the federal funds market can use in order to maximize its profit in a contemporaneous reserve requirement (CRR) r…