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Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps - MaRDI portal

Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps (Q1640054)

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scientific article; zbMATH DE number 6888132
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English
Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps
scientific article; zbMATH DE number 6888132

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    Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps (English)
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    13 June 2018
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    optimal central-bank/government intervention policy
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    financial market reactions
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    jump diffusions
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    stochastic control
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