Optimal stochastic intervention control with application to the exchange rate

Journal of Mathematical Economics

Volumn 29, Issue 2, 1998, Pages 225-243

  Mundaca, Gabriela ^a   Øksendal, Bernt ^b,c  

^a NORGES BANK   (Norway)

^b UNIVERSITY OF OSLO   (Norway)

^c NORWEGIAN SCHOOL OF ECONOMICS   (Norway)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032016725     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4068(97)00013-X     Document Type: Article

References (16)

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