Classical and restricted impulse control for the exchange rate under a stochastic trend model-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Classical and restricted impulse control for the exchange rate under a stochastic trend model

Published:2018-06 Issue: Volume:91 Page:369-390
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Runggaldier Wolfgang J.,Yasuda Kazuhiro

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference15 articles.

1. Baradel, N., Bouchard, B., Dang, N.M., 2016. Optimal control under uncertainty and Bayesian parameters adjustments. Preprint.

2. On classical and restricted impulse stochastic control for the exchange rate;Bertola;Appl. Math. Optim.,2016

3. Optimal central bank intervention in the foreign exchange market;Cadenillas;J. Econ. Theory,1999

4. Classical and impulse stochastic control of the exchange rate using interest rates and reserves;Cadenillas;Math. Finance,2000

5. Does Foreign Exchange Intervention Work;Dominguez,1993

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Long-Run Impulse Control with Generalized Discounting;SIAM Journal on Control and Optimization;2024-03-04

2. On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes;SIAM Journal on Control and Optimization;2024-02-15

3. Asymptotics of Impulse Control Problem with Multiplicative Reward;Applied Mathematics & Optimization;2023-05-12

4. Feedback Nash Equilibria in Differential Games With Impulse Control;IEEE Transactions on Automatic Control;2022

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP