Login / Signup

Long swings in exchange rates: a stochastic control approach.

Rosella CastellanoRita Laura D'Ecclesia
Published in: Int. Trans. Oper. Res. (2007)
Keyphrases
  • exchange rate
  • stochastic control
  • queueing systems
  • foreign exchange
  • control problems
  • optimal control
  • currency exchange
  • operations management
  • stock price
  • brownian motion
  • text categorization
  • short term
  • long run