Optimal foreign exchange rate intervention in Lévy markets
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Publication:2019194
DOI10.1155/2014/746815zbMath1321.93064OpenAlexW1985465751WikidataQ59047047 ScholiaQ59047047MaRDI QIDQ2019194
Eriyoti Chikodza, Masimba Aspinas Mutakaya, Edward T. Chiyaka
Publication date: 27 March 2015
Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/746815
Stochastic models in economics (91B70) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)
Cites Work
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- Optimal stochastic intervention control with application to the exchange rate
- Optimal Central Bank intervention in the foreign exchange market
- Some applications of impulse control in mathematical finance
- Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves
- Impulse Control Method and Exchange Rate
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