Classical and restricted impulse control for the exchange rate under a stochastic trend model
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Publication:1657382
DOI10.1016/j.jedc.2018.01.017zbMath1401.91595OpenAlexW2788119770MaRDI QIDQ1657382
Wolfgang J. Runggaldier, Kazuhiro Yasuda
Publication date: 13 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2018.01.017
quasi-variational inequalitiesimpulse controlpartial informationstochastic filteringexchange rate control
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