Protecting pegged currency markets from speculative investors
Year of publication: |
2022
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Authors: | Neuman, Eyal ; Schied, Alexander |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 32.2022, 1, p. 405-420
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Subject: | currency peg | local time | market impact | singular stochastic control | Stackelberg equilibrium | target zone models | Theorie | Theory | Wechselkurspolitik | Exchange rate policy | Devisenmarkt | Foreign exchange market | Spekulation | Speculation | Fester Wechselkurs | Fixed exchange rate | Zielzone | Target zone |
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Protecting pegged currency markets from speculative investors
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