Temporary stabilization: A stochastic analysis

DOI10.1016/S0165-1889(00)00044-0zbMath0981.91040OpenAlexW2014248460MaRDI QIDQ5941345

F. Venegas-Martínez

Publication date: 20 August 2001

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(00)00044-0

zbMATH Keywords

Brownian motionequilibriumconsumptiondevaluationwelfare

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Related Items (1)

BAYESIAN INFERENCE, PRIOR INFORMATION ON VOLATILITY, AND OPTION PRICING: A MAXIMUM ENTROPY APPROACH

Cites Work

• On exchange-rate stabilization
• Simulation methodology - an introduction for queueing theorists
• UNCERTAIN DURATION OF REFORM
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