On the singular control of exchange rates
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Publication:827148
DOI10.1007/s10479-019-03441-6zbMath1454.91136arXiv1712.02164OpenAlexW3123164663MaRDI QIDQ827148
Giorgio Ferrari, Tiziano Vargiolu
Publication date: 6 January 2021
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.02164
variational inequalityoptimal stoppingtarget zonesexchange ratessingular stochastic controlcentral bank
Macroeconomic theory (monetary models, models of taxation) (91B64) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)
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Cites Work
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