Long swings in exchange rates: a stochastic control approach

DOI10.1111/J.1475-3995.2007.00608.XzbMath1129.93054OpenAlexW2038164179MaRDI QIDQ5438562

Rosella Castellano, Rita L. D'Ecclesia

Publication date: 24 January 2008

Published in: International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11393/35697

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic growth models (91B62) Optimal stochastic control (93E20)

Related Items (2)

A viscosity solution method for optimal stopping problems with regime switching ⋮ A disutility-based drift control for exchange rates

Cites Work

• Simulated Moments Estimation of Markov Models of Asset Prices

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