Optimal stochastic intervention control with application to the exchange rate
type: Item
instance of: scholarly article
title: Optimal stochastic intervention control with application to the exchange rate
zbMATH Open document ID: 0943.91038
DOI: 10.1016/S0304-4068(97)00013-X
author: Gabriela Mundaca
author: B. Øksendal
published in: Journal of Mathematical Economics
publication date: 1999-09-01T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 1330497
zbMATH Keywords: stochastic control
zbMATH Keywords: impulse control
Wikidata QID: Q113184608
MaRDI profile type: Publication
cites work: Q5574850
cites work: Q4035104
cites work: Q4379375
cites work: Portfolio Selection with Transaction Costs
cites work: Impulse Control Method and Exchange Rate
cites work: Continuous and impulsive control of diffusion processes in N
full work available at URL: s0304-4068(97)00013-x
OpenAlex ID: W2153188208
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description: scientific article; zbMATH DE number 1330497