Pages that link to "Item:Q1306767"

The following pages link to Optimal Central Bank intervention in the foreign exchange market (Q1306767):

Displaying 37 items.

• Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074) (← links)
• Explicit formula for the optimal government debt ceiling (Q513084) (← links)
• On classical and restricted impulse stochastic control for the exchange rate (Q517931) (← links)
• A new class of impulse stochastic control models with non-negative control quantity (Q543278) (← links)
• A central bank strategy for defending a currency peg (Q826751) (← links)
• On the singular control of exchange rates (Q827148) (← links)
• Optimal proportional reinsurance model with transaction costs (Q949364) (← links)
• Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps (Q1640054) (← links)
• Classical and restricted impulse control for the exchange rate under a stochastic trend model (Q1657382) (← links)
• An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
• Impulse control with random reaction periods: a central bank intervention problem (Q1939677) (← links)
• Optimal foreign exchange rate intervention in Lévy markets (Q2019194) (← links)
• Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
• Management of online server congestion using optimal demand throttling (Q2183341) (← links)
• Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
• Nonzero-sum stochastic differential games between an impulse controller and a stopper (Q2194136) (← links)
• A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (Q2232775) (← links)
• The generalization of a class of impulse stochastic control models of a geometric Brownian motion (Q2267144) (← links)
• Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates (Q2311124) (← links)
• On a strategic model of pollution control (Q2327674) (← links)
• Optimal impulse control for a multidimensional cash management system with generalized cost functions (Q2378465) (← links)
• Optimal exchange rates management using stochastic impulse control for geometric Lévy processes (Q2417958) (← links)
• Analysis and computation of probability density functions for a 1-D impulsively controlled diffusion process (Q2418705) (← links)
• Vanishing central bank intervention in stochastic impulse control (Q2422127) (← links)
• A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
• Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission (Q2514667) (← links)
• An impulse control of a geometric Brownian motion with quadratic costs (Q2569026) (← links)
• Nonlinear relationship based on range quadratic loss function (Q2690787) (← links)
• Government Debt Control: Optimal Currency Portfolio and Payments (Q2795864) (← links)
• Weakly Chained Matrices, Policy Iteration, and Impulse Control (Q2805130) (← links)
• Impulse Control of Interest Rates (Q2935303) (← links)
• Numerical computing for a class of free multipoint boundary value problem of O.D.E in the intervention of exchange rate (Q3368143) (← links)
• OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR (Q3446060) (← links)
• Stochastic impulse control of exchange rates with Freidlin–Wentzell perturbations (Q4684836) (← links)
• Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients (Q5076720) (← links)
• Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions (Q5119840) (← links)
• Protecting pegged currency markets from speculative investors (Q6078604) (← links)