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Classical and restricted impulse control for the exchange rate under a stochastic trend model - MaRDI portal

Classical and restricted impulse control for the exchange rate under a stochastic trend model (Q1657382)

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scientific article; zbMATH DE number 6916956
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English
Classical and restricted impulse control for the exchange rate under a stochastic trend model
scientific article; zbMATH DE number 6916956

    Statements

    Classical and restricted impulse control for the exchange rate under a stochastic trend model (English)
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    13 August 2018
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    exchange rate control
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    partial information
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    stochastic filtering
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    impulse control
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    quasi-variational inequalities
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