Pages that link to "Item:Q1640054"
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The following pages link to Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps (Q1640054):
Displaying 5 items.
- On the singular control of exchange rates (Q827148) (← links)
- An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
- HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation (Q2034924) (← links)
- Statistical arbitrage in jump-diffusion models with compound Poisson processes (Q2151680) (← links)
- Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140) (← links)
