Stochastic impulse control of exchange rates with Freidlin–Wentzell perturbations (Q4684836): Difference between revisions

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Latest revision as of 16:48, 16 July 2024

scientific article; zbMATH DE number 6943544
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English
Stochastic impulse control of exchange rates with Freidlin–Wentzell perturbations
scientific article; zbMATH DE number 6943544

    Statements

    Stochastic impulse control of exchange rates with Freidlin–Wentzell perturbations (English)
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    26 September 2018
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    stochastic impulse control
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    Freidlin-Wentzell theory
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    value function
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    target zone
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