Classical and restricted impulse control for the exchange rate under a stochastic trend model

DOI10.1016/j.jedc.2018.01.017zbMath1401.91595OpenAlexW2788119770MaRDI QIDQ1657382

Wolfgang J. Runggaldier, Kazuhiro Yasuda

Publication date: 13 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2018.01.017

zbMATH Keywords

quasi-variational inequalitiesimpulse controlpartial informationstochastic filteringexchange rate control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Financial applications of other theories (91G80)

Related Items

Asymptotics of impulse control problem with multiplicative reward, Long-Run Impulse Control with Generalized Discounting, On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes

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