Optimal stochastic intervention control with application to the exchange rate (Q1300406)
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scientific article; zbMATH DE number 1330497
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stochastic intervention control with application to the exchange rate |
scientific article; zbMATH DE number 1330497 |
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Optimal stochastic intervention control with application to the exchange rate (English)
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1 September 1999
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stochastic control
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impulse control
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0.92492527
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0.9200104
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0.9179517
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0.9002504
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0.8935939
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0.8868898
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0.8849457
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0.88010836
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