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Optimal stochastic intervention control with application to the exchange rate

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Author Info
Mundaca, Gabriela
Oksendal, Bernt
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Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 29 (1998)
Issue (Month): 2 (March)
Pages: 225-243
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Handle: RePEc:eee:mateco:v:29:y:1998:i:2:p:225-243

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  1. Yiannis Kamarianakis & Anastasios Xepapadeas, 2006. "Stochastic impulse control with discounted and ergodic optimization criteria: A comparative study for the control of risky holdings," Working Papers 0709, University of Crete, Department of Economics. [Downloadable!]
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