Optimal Foreign Exchange Rate Intervention in Lévy Markets
Optimal Foreign Exchange Rate Intervention in Lévy Markets
About this item
Full title
Author / Creator
Publisher
New York: Hindawi Limiteds
Journal title
Language
English
Formats
Publication information
Publisher
New York: Hindawi Limiteds
Subjects
More information
Scope and Contents
Contents
This paper considers an exchange rate problem in Lévy markets, where the Central Bank has to intervene. We assume that, in the absence of control, the exchange rate evolves according to Brownian motion with a jump component. The Central Bank is allowed to intervene in order to keep the exchange rate as close as possible to a prespecified target val...
Alternative Titles
Full title
Optimal Foreign Exchange Rate Intervention in Lévy Markets
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_proquest_miscellaneous_1651457997
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_1651457997
Other Identifiers
ISSN
2090-3332
E-ISSN
2090-3340
DOI
10.1155/2014/746815
