Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps (Q1640054): Difference between revisions
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Revision as of 22:45, 19 March 2024
scientific article
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English | Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps |
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Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps (English)
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13 June 2018
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optimal central-bank/government intervention policy
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financial market reactions
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jump diffusions
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stochastic control
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