Optimal exchange rates management using stochastic impulse control for geometric Lévy processes (Q2417958): Difference between revisions

@@ Property / author @@
+Jin-biao Wu
@@ Property / author: Jin-biao Wu / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00186-018-0648-y
+Normal rank
@@ Property / OpenAlex ID @@
+W2885085682
@@ Property / OpenAlex ID: W2885085682 / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Nouvelles méthodes en contrôle impulsionnel
@@ Property / cites work: Nouvelles méthodes en contrôle impulsionnel / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal impulse and continuous control: Method of nonlinear quasi- variational inequalities
+Normal rank
@@ Property / cites work @@
+Q4223075
@@ Property / cites work: Q4223075 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Central Bank intervention in the foreign exchange market
+Normal rank
@@ Property / cites work @@
+OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
+Normal rank
@@ Property / cites work @@
+Optimal Control of a Mean-Reverting Inventory
@@ Property / cites work: Optimal Control of a Mean-Reverting Inventory / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Cash Management with Fixed and Proportional Transaction Costs
+Normal rank
@@ Property / cites work @@
+Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time
+Normal rank
@@ Property / cites work @@
+Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case
+Normal rank
@@ Property / cites work @@
+Optimal Control of Brownian Inventory Models with Convex Inventory Cost: Discounted Cost Case
+Normal rank
@@ Property / cites work @@
+A Computational Method for Stochastic Impulse Control Problems
+Normal rank
@@ Property / cites work @@
+Impulse Control of Brownian Motion
@@ Property / cites work: Impulse Control of Brownian Motion / rank @@
+Normal rank
@@ Property / cites work @@
+Government Debt Control: Optimal Currency Portfolio and Payments
+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 @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+Impulse Control of Interest Rates
@@ Property / cites work: Impulse Control of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stochastic intervention control with application to the exchange rate
+Normal rank
@@ Property / cites work @@
+An impulse control of a geometric Brownian motion with quadratic costs
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions.
@@ Property / cites work: Applied stochastic control of jump diffusions. / rank @@
+Normal rank
@@ Property / cites work @@
+Impulse Control of Brownian Motion: The Constrained Average Cost Case
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+A Solvable One-Dimensional Model of a Diffusion Inventory System
+Normal rank