Classical and restricted impulse control for the exchange rate under a stochastic trend model
Wolfgang J. Runggaldier, Kazuhiro Yasuda
| Year of publication: |
June 2018
|
|---|---|
| Authors: | Runggaldier, Wolfgang J. ; Yasuda, Kazuhiro |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 91.2018, p. 369-390
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| Subject: | Exchange rate control | Partial information | Stochastic filtering | Impulse control | Quasi-variational inequalities | Stochastischer Prozess | Stochastic process | Wechselkurs | Exchange rate | Wechselkurspolitik | Exchange rate policy | Kontrolltheorie | Control theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2018.01.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011974210