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Optimal impulse control of a portfolio with a fixed transaction cost
Baccarin, Stefano; Marazzina, Daniele - In: Central European journal of operations research : CEJOR … 22 (2014) 2, pp. 355-372
Persistent link: https://www.econbiz.de/10010356907
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Classical and restricted impulse control for the exchange rate under a stochastic trend model
Runggaldier, Wolfgang J.; Yasuda, Kazuhiro - In: Journal of economic dynamics & control 91 (2018), pp. 369-390
Persistent link: https://www.econbiz.de/10011974210
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Optimal exchange rates management using stochastic impulse control for geometric Lévy processes
Wu, Jinbiao - In: Mathematical methods of operations research 89 (2019) 2, pp. 257-280
Persistent link: https://www.econbiz.de/10012010370
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Robust classical-impulse stochastic control problems in an infinite horizon
Pun, Chi Seng - In: Mathematical methods of operations research : ZOR 96 (2022) 2, pp. 291-312
Persistent link: https://www.econbiz.de/10013455036