References
- Avesani R and Gallo G (1991). Jumping in the Band: Undeclared Intervention Thresholds in a Target Zone. Working paper, Economics Department, University of Torento.
- BaccarinSOptimal impulse control for a multidimensional cash management system with generalized cost functionsEuropean Journal of Operational Research200919619820610.1016/j.ejor.2008.02.040
- BekaertGGraySTarget zones and exchange rates: An empirical investigationJournal of International Economics19984513510.1016/S0022-1996(97)00034-2
- BenkheroufLBensoussanAOptimality of an (s, S) policy with compound poisson and diffusion demands: A quasi-variational inequalities approachSIAM Journal on Control and Optimization200948275676210.1137/080715883
- BensoussanALionsJLImpulse Control and Quasi-Variational Inequalities1984ParisGauhiers-Villars
- BensoussanALongHPereraSSethiSImpulse control with random reaction periods: A central bank intervention problemOperations Research Letters201240642543010.1016/j.orl.2012.06.012
- BertolaGPloegFContinuous-time models of exchange rate and interventionHandbook of International Macroeconomics1994LondonBasil Blackwell
- BertolaGCaballeroRTarget zones and realignmentsThe American Economic Review1992823520536
- Brekke KA and Øksendal B (1997). A verification theorem for combined stochastic control and impulse control. In: Decreasefond L et al (eds). Stochastic Analysis and Related Topics, Vol. 6, Springer Birkhauser: Geilo, Oslo.
- CadenillasALaknerPPinedoMOptimal control of a mean-reverting inventoryOperations Research20105861697171010.1287/opre.1100.0835
- CadenillasAZapateroFOptimal central bank intervention in the foreign exchange marketJournal of Economic Theory199987121824210.1006/jeth.1999.2523
- DominguezKFrankelJDoes Foreign Exchange Intervention Work?1993Washington, DCInstitute for International Economics
- FloodRGarberPThe linkage between speculative attack and target zone models of exchange ratesQuarterly Journal of Economics199110641367137210.2307/2937968
- FrootKAObstfeldMExchange rate dynamics under stochastic regime shifts: A unified approachJournal of International Economics199131320323010.1016/0022-1996(91)90036-6
- GarberPMSvenssonLRogoffKGrossmanGThe operation and collapse of fixed exchange rate regimeHandbook of International Economics1996AmsterdamNorth-Holland
- Jeanblanc-PicquéMImpulse control method and exchange rateMathematical Finance19933216117710.1111/j.1467-9965.1993.tb00085.x
- JorionPOn jump processes in the foreign exchange and stock marketsReview of Financial Studies19881442744510.1093/rfs/1.4.427
- KornROptimal impulse control when control actions have random consequencesMathematics of Operations Research199722363966710.1287/moor.22.3.639
- KornRSome applications of impulse control in mathematical financeMathematical Methods of Operations Research199950349351810.1007/s001860050083
- Krugman P (1987). Trigger Strategies and Price Dynamics in Equity and Foreign Exchange Markets. NBER working paper # 2459.
- KrugmanPTarget zones and exchange rate dynamicsQuarterly Journal of Economics1991106366968210.2307/2937922
- ØksendalBSulemAApplied Stochastic Control of Jump Diffusions2007BerlinSpringer
- LumleyRZervosMA model for investments in the natural resource industry with switching costsMathematics of Operations Research200126463765310.1287/moor.26.4.637.10008
- MillerMWellerPCurrency bands, target zones and price flexibilityIMF Economic Review199138118421510.2307/3867040
- MundacaGØksendalBOptimal stochastic intervention control with application to the exchange rateJournal Mathematical Economics199829222524310.1016/S0304-4068(97)00013-X
- OhnishiMTsujimuraMAn impulse control of a geometric Brownian motion with quadratic costsEuropean Journal of Operational Research2006168231132110.1016/j.ejor.2004.07.006
- PereraSBuckleyWLongHMarket-reaction-adjusted optimal central bank intervention policy in a forex market with jumpsAnnals of Operations Research2016
- PresmanESethiSPInventory models with continuous and poisson demands and discounted and average costsProduction and Operations Management200615227929310.1111/j.1937-5956.2006.tb00245.x
- SvenssonLThe term structure of interest rate differentials in a target zoneJournal of Monetary Economics19912818711610.1016/0304-3932(91)90026-K
- YaoDYangHWangROptimal dividend and capital injection problem in the dual model with proportional and fixed transaction costsEuropean Journal of Operational Research2011211356857610.1016/j.ejor.2011.01.015