Government Debt Control: Optimal Currency Portfolio and Payments (Q2795864): Difference between revisions

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+A stochastic maximum principle for systems with jumps, with applications to finance.
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+Optimal Central Bank intervention in the foreign exchange market
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+Optimal Production Management When Demand Depends on the Business Cycle
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+Public debt and economic growth
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+Optimal portfolio selection when stock prices follow an jump-diffusion process
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+Risk Aversion in the Small and in the Large
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+Estimation and Control of a Macroeconomic Model with Rational Expectations
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+Equilibrium asset prices and exchange rates
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+Publication:2795864