Kabak, Irwin W.; Owen, Joel - In: Management Science 17 (1970) 3, pp. 142-145
This paper treats the following problem. How much money should be invested at time t<sub>0</sub> at an interest rate of I for a time T such that the probability of the funds required "K(T)" exceeding those available "X(T)" equals at most p. That is P{K(T) X(T)} < p, where X(T) - X(t<sub>0</sub>) exp{ I(T - t<sub>0</sub>)}. The parameters I, T,...</p,>