Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps

DOI10.1007/s10479-016-2297-yzbMath1391.91127OpenAlexW2511903750MaRDI QIDQ1640054

Sandun Perera, Hongwei Long, Winston S. Buckley

Publication date: 13 June 2018

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-016-2297-y

zbMATH Keywords

stochastic controljump diffusionsfinancial market reactionsoptimal central-bank/government intervention policy

Mathematics Subject Classification ID

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