Government Debt Control: Optimal Currency Portfolio and Payments (Q2795864): Difference between revisions

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+A stochastic maximum principle for systems with jumps, with applications to finance.
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+Optimal Central Bank intervention in the foreign exchange market
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+Optimal Production Management When Demand Depends on the Business Cycle
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+Financial Modelling with Jump Processes
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+Public debt and economic growth
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+Optimal portfolio selection when stock prices follow an jump-diffusion process
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+Optimal portfolio for a small investor in a market model with discontinuous prices
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+Risk Aversion in the Small and in the Large
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+Q4435813
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+Estimation and Control of a Macroeconomic Model with Rational Expectations
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+Equilibrium asset prices and exchange rates
@@ Property / cites work: Equilibrium asset prices and exchange rates / rank @@
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