Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps (Q1640054)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps |
scientific article |
Statements
Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps (English)
0 references
13 June 2018
0 references
optimal central-bank/government intervention policy
0 references
financial market reactions
0 references
jump diffusions
0 references
stochastic control
0 references
0 references
