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Optimal stochastic intervention control with application to the exchange rate
Mundaca, Gabriela; Øksendal, Bernt - In: Journal of mathematical economics 29 (1998) 2, pp. 223
Persistent link: https://www.econbiz.de/10006056815
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Modelling Probabilities of Devaluations
Mundaca, Gabriela - In: Economica 71 (2004) 281, pp. 13-38
Persistent link: https://www.econbiz.de/10007650937
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Erratum to "The effect of interventions on realignment probabilities" - (Journal of International Financial Markets, Institutions and Money 10 (2000) 323-347)
Gabriela Mundaca, B. - In: Journal of international financial markets, … 11 (2001) 2, pp. 239
Persistent link: https://www.econbiz.de/10007114535
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The effect of interventions on realignment probabilities
Gabriela Mundaca, B. - In: Journal of international financial markets, … 10 (2000) 3-4, pp. 323-348
Persistent link: https://www.econbiz.de/10007115845