Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves (Q2707139)

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Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves
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    Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves (English)
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    29 March 2001
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    exchange rate
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    mixed classical-impulse stochastic control
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    quasi-variational inequalities
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    stochastic differential equations
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    stopping times
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