Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps
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Publication:1640054
DOI10.1007/s10479-016-2297-yzbMath1391.91127OpenAlexW2511903750MaRDI QIDQ1640054
Sandun Perera, Hongwei Long, Winston S. Buckley
Publication date: 13 June 2018
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-016-2297-y
stochastic controljump diffusionsfinancial market reactionsoptimal central-bank/government intervention policy
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