Hui Peng 0001, Tohru Ozaki, Juan Carlos Jimenez 0001. Modeling and control for foreign exchange based on a continuous time stochastic microstructure model. In 41st IEEE Conference on Decision and Control, CDC 2002, Las Vegas, NV, USA, December 10-13, 2002. pages 4440-4445, IEEE, 2002. [doi]
Abstract is missing.