On classical and restricted impulse stochastic control for the exchange rate (Q517931): Difference between revisions

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+https://doi.org/10.1007/s00245-015-9320-6
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+W2280987419
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@@ Property / cites work @@
+Optimal Central Bank intervention in the foreign exchange market
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+Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves
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+Impulse and Absolutely Continuous Ergodic Control of One-Dimensional Itô Diffusions
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+Impulse Control Method and Exchange Rate
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+Optimal Impulse Control When Control Actions Have Random Consequences
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+Optimal stochastic intervention control with application to the exchange rate
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