Vanishing central bank intervention in stochastic impulse control
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Publication:2422127
DOI10.1007/s10436-018-0327-2zbMath1410.91343OpenAlexW2806860246MaRDI QIDQ2422127
Publication date: 18 June 2019
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-018-0327-2
Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Macroeconomic theory (monetary models, models of taxation) (91B64) Optimal stochastic control (93E20)
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