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An application of impulse control method to target zone problem

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System Modelling and Optimization

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 197))

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References

  1. Avesani R. (1991) Optimal interventions in exchange rate bands. Preprint. University of Trento.

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  2. Flood R., Garber P. (1991) The linkage between speculative attack and target zone: models of exchange rates. Quarterly J. of Econ. to appear

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  3. Harrison M.J., Selke T., and Taylor A. (1983) Impulse Control of a Brownian Motion. Math. Oper. Res. 8, pp. 454–466.

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  4. Jeanblanc-Picqué M. (1993) Impulse control Method and Exchange rate. Mathematical finance 3, pp. 161–177.

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  5. Krugman P. (1991) Target zones and exchange Dynamics. Quarterly J. of Econ. 106, pp. 669–682

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  6. Sulem A. (1986) A Solvable one-dimensional Model of a diffusion inventory system. Math. Oper. Res. 11, pp. 25–133.

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  7. Svensson L. (1991) Target zones and interest rate variability. Journal of International Economics 31, pp. 27–54.

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Authors and Affiliations

  1. Equipe d'analyse et probabilités Université d'Evry-Val d'Essonne, Germany

    Monique Jeanblanc-Picqué

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  1. Monique Jeanblanc-Picqué
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Jacques Henry Jean-Pierre Yvon

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© 1994 Springer-Verlag

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Jeanblanc-Picqué, M. (1994). An application of impulse control method to target zone problem. In: Henry, J., Yvon, JP. (eds) System Modelling and Optimization. Lecture Notes in Control and Information Sciences, vol 197. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0035504

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  • DOI: https://doi.org/10.1007/BFb0035504

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-19893-2

  • Online ISBN: 978-3-540-39337-5

  • eBook Packages: Springer Book Archive

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