Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps (Q1640054): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1007/s10479-016-2297-y / rank
Normal rank
 
Property / cites work
 
Property / cites work: Testing whether jumps have finite or infinite activity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalized impulse control model of cash management / rank
 
Normal rank
Property / cites work
 
Property / cites work: Impulse control with random reaction periods: a central bank intervention problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing when underlying stock returns are discontinuous / rank
 
Normal rank
Property / cites work
 
Property / cites work: Explicit formula for the optimal government debt ceiling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Central Bank intervention in the foreign exchange market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Cash Management with Fixed and Proportional Transaction Costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial Modelling with Jump Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Impulse Control of Multidimensional Jump Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Jump‐diffusion Model for Exchange Rates in a Target Zone / rank
 
Normal rank
Property / cites work
 
Property / cites work: Government Debt Control: Optimal Currency Portfolio and Payments / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Jump-Diffusion Model for Option Pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Variance Gamma Process and Option Pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stochastic intervention control with application to the exchange rate / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Programming Models and Algorithms for the Mutual Fund Cash Balance Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Stochastic Cash Balance Problem with Fixed Costs for Increases and Decreases / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied stochastic control of jump diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lévy processes, polynomials and martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum Likelihood Estimation of Misspecified Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S10479-016-2297-Y / rank
 
Normal rank

Latest revision as of 00:21, 11 December 2024

scientific article
Language Label Description Also known as
English
Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps
scientific article

    Statements

    Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps (English)
    0 references
    0 references
    0 references
    0 references
    13 June 2018
    0 references
    optimal central-bank/government intervention policy
    0 references
    financial market reactions
    0 references
    jump diffusions
    0 references
    stochastic control
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references