Pages that link to "Item:Q1640054"
From MaRDI portal
The following pages link to Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps (Q1640054):
Displaying 8 items.
- On the singular control of exchange rates (Q827148) (← links)
- An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
- HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation (Q2034924) (← links)
- Statistical arbitrage in jump-diffusion models with compound Poisson processes (Q2151680) (← links)
- Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140) (← links)
- Management of online server congestion using optimal demand throttling (Q2183341) (← links)
- On a strategic model of pollution control (Q2327674) (← links)
- The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients (Q6191883) (← links)
