Pages that link to "Item:Q2417958"
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The following pages link to Optimal exchange rates management using stochastic impulse control for geometric Lévy processes (Q2417958):
Displaying 11 items.
- On the singular control of exchange rates (Q827148) (← links)
- Optimal stochastic intervention control with application to the exchange rate (Q1300406) (← links)
- Optimal Central Bank intervention in the foreign exchange market (Q1306767) (← links)
- Optimal foreign exchange rate intervention in Lévy markets (Q2019194) (← links)
- Mathematical and numerical analyses of a stochastic impulse control model with imperfect interventions (Q2138187) (← links)
- Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations (Q2332705) (← links)
- Stochastic impulse control of exchange rates with Freidlin–Wentzell perturbations (Q4684836) (← links)
- (Q5091317) (← links)
- Long swings in exchange rates: a stochastic control approach (Q5438562) (← links)
- Optimal cash management using impulse control (Q6135894) (← links)
- Impulsive control for synchronization of chaotic neural networks with multiple time-varying delays and its applications to secure communications (Q6669270) (← links)