Vanishing central bank intervention in stochastic impulse control
Year of publication: |
2019
|
---|---|
Authors: | Gagnon, Gregory |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 15.2019, 1, p. 125-153
|
Subject: | Semimartingale | Stochastic impulse control | Value function | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Wechselkurspolitik | Exchange rate policy | Martingal | Martingale | Zentralbank | Central bank |
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