Classical and impulse stochastic control of the exchange rate using interest rates and reserves. (Q2707139)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Classical and impulse stochastic control of the exchange rate using interest rates and reserves. |
scientific article |
Statements
29 March 2001
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exchange rate
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mixed classical-impulse stochastic control
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quasi-variational inequalities
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stochastic differential equations
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stopping times
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Classical and impulse stochastic control of the exchange rate using interest rates and reserves. (English)
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