Stochastic impulse control of exchange rates with Freidlin–Wentzell perturbations (Q4684836)
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scientific article; zbMATH DE number 6943544
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic impulse control of exchange rates with Freidlin–Wentzell perturbations |
scientific article; zbMATH DE number 6943544 |
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Stochastic impulse control of exchange rates with Freidlin–Wentzell perturbations (English)
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26 September 2018
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stochastic impulse control
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Freidlin-Wentzell theory
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value function
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target zone
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