Liquidity management of foreign exchange reserves in continuous time
Year of publication: |
2013
|
---|---|
Authors: | Zhang, Dewei ; Wang, Yiqi ; Wang, Jingjing ; Xu, Weidong |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 31.2013, C, p. 138-142
|
Publisher: |
Elsevier |
Subject: | Foreign exchange reserves | Liquidity management | Gamma process |
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