Optimal stochastic intervention control with application to the exchange rate
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Publication:1300406
DOI10.1016/S0304-4068(97)00013-XzbMath0943.91038OpenAlexW2153188208WikidataQ113184608 ScholiaQ113184608MaRDI QIDQ1300406
Bernt Øksendal, Gabriela Mundaca
Publication date: 1 September 1999
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4068(97)00013-x
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