Protecting pegged currency markets from speculative investors (Q6078604): Difference between revisions

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+Optimal execution with nonlinear impact functions and trading-enhanced risk
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+Detecting mean reversion within reflecting barriers: application to the European Exchange Rate Mechanism
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+Q4279768
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+Q3150773
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+A variational representation for certain functionals of Brownian motion
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+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 Control Method and Exchange Rate
@@ Property / cites work: Impulse Control Method and Exchange Rate / rank @@
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+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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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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+Optimal portfolio liquidation in target zone models and catalytic superprocesses
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+A central bank strategy for defending a currency peg
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+Q2968568
@@ Property / cites work: Q2968568 / rank @@
+Normal rank