Optimal exchange rates management using stochastic impulse control for geometric Lévy processes (Q2417958): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:35, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal exchange rates management using stochastic impulse control for geometric Lévy processes |
scientific article |
Statements
Optimal exchange rates management using stochastic impulse control for geometric Lévy processes (English)
0 references
31 May 2019
0 references
stochastic optimal control
0 references
exchange rate
0 references
geometric Lévy processes
0 references
geometric Brownian motion
0 references
quasi-variational inequalities
0 references
