Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves
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- Ibtissam Hdhiri & Monia Karouf, 2011. "Risk sensitive impulse control of non-Markovian processes," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 74(1), pages 1-20, August.
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