On the existence and uniqueness of the optimal central bank intervention policy in a forex market with jumps
Sandun Perera and Winston Buckley
| Year of publication: |
August 2017
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| Authors: | Perera, Sandun ; Buckley, Winston |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 68.2017, 8, p. 877-885
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| Subject: | optimal central bank (or government) intervention policy | stochastic control | dynamic programming | jump-diffusion processes | Wechselkurspolitik | Exchange rate policy | Zentralbank | Central bank | Devisenmarkt | Foreign exchange market | Geldpolitik | Monetary policy | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41274-017-0208-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011794501