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

@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+N25
@@ Property / Mathematics Subject Classification ID: 49N25 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+L20
@@ Property / Mathematics Subject Classification ID: 49L20 / rank @@
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@@ Property / zbMATH DE Number @@
+6697467
@@ Property / zbMATH DE Number: 6697467 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+impulse control
@@ Property / zbMATH Keywords: impulse control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+quasi-variational inequalities
@@ Property / zbMATH Keywords: quasi-variational inequalities / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+verification theorem
@@ Property / zbMATH Keywords: verification theorem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+regularity of value function
@@ Property / zbMATH Keywords: regularity of value function / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+exchange rate control
@@ Property / zbMATH Keywords: exchange rate control / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00245-015-9320-6
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@@ Property / OpenAlex ID @@
+W2280987419
@@ Property / OpenAlex ID: W2280987419 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Central Bank intervention in the foreign exchange market
+Normal rank
@@ Property / cites work @@
+Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves
+Normal rank
@@ Property / cites work @@
+Impulse and Absolutely Continuous Ergodic Control of One-Dimensional Itô Diffusions
+Normal rank
@@ Property / cites work @@
+Impulse Control Method and Exchange Rate
@@ Property / cites work: Impulse Control Method and Exchange Rate / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Impulse Control When Control Actions Have Random Consequences
+Normal rank
@@ Property / cites work @@
+Optimal stochastic intervention control with application to the exchange rate
+Normal rank
@@ Property / cites work @@
+A change-of-variable formula with local time on curves
+Normal rank
@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3151170
@@ Property / cites work: Q3151170 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:517931