Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves (Q2707139): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 09:07, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves |
scientific article |
Statements
Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves (English)
0 references
29 March 2001
0 references
exchange rate
0 references
mixed classical-impulse stochastic control
0 references
quasi-variational inequalities
0 references
stochastic differential equations
0 references
stopping times
0 references