Impulse control of interest rates
Year of publication: |
2014
|
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Authors: | Mitchell, Daniel ; Feng, Haolin ; Muthuraman, Kumar |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 62.2014, 3, p. 602-615
|
Subject: | impulse control | interest rates | free boundary problems | central bank intervention | Zins | Interest rate | Zentralbank | Central bank | Wechselkurspolitik | Exchange rate policy | Zinspolitik | Interest rate policy | Theorie | Theory | Zinsstruktur | Yield curve |
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