Optimal exchange rates management using stochastic impulse control for geometric Lévy processes (Q2417958): Difference between revisions
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Latest revision as of 12:42, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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