Jinbiao Wu. Optimal exchange rates management using stochastic impulse control for geometric Lévy processes. Math. Meth. of OR, 89(2):257-280, 2019. [doi]
@article{Wu19-15,
title = {Optimal exchange rates management using stochastic impulse control for geometric Lévy processes},
author = {Jinbiao Wu},
year = {2019},
doi = {10.1007/s00186-018-0648-y},
url = {https://doi.org/10.1007/s00186-018-0648-y},
researchr = {https://researchr.org/publication/Wu19-15},
cites = {0},
citedby = {0},
journal = {Math. Meth. of OR},
volume = {89},
number = {2},
pages = {257-280},
}