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

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Property / author: Jin-biao Wu / rank
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Property / author: Jin-biao Wu / rank
 
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Property / full work available at URL: https://doi.org/10.1007/s00186-018-0648-y / rank
 
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Property / OpenAlex ID: W2885085682 / rank
 
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Latest revision as of 10:55, 19 July 2024

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Optimal exchange rates management using stochastic impulse control for geometric Lévy processes
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    Optimal exchange rates management using stochastic impulse control for geometric Lévy processes (English)
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    31 May 2019
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    stochastic optimal control
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    exchange rate
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    geometric Lévy processes
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    geometric Brownian motion
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    quasi-variational inequalities
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