A Stochastic Optimal Control Approach to International Finance and Foreign Debt
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- Jerome L. Stein & Giovanna Paladino, 2001.
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- Jerome L. Stein & Giovanna Paladino, 2001. "Country Default Risk: An Empirical Assessment," CESifo Working Paper Series 469, CESifo.
- Tina Engler & Alfons Balmann, 2015. "On Investment Consumption Modeling with Jump Process Extensions for Productive Sectors," Journal of Optimization Theory and Applications, Springer, vol. 167(3), pages 949-958, December.
- Chen, Xu & Yang, Xiang-qun, 2015. "Optimal consumption and investment problem with random horizon in a BMAP model," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 197-205.
- Wendell Fleming, 2000. "Stochastic Intertemporal Optimization in Discrete Time (new title: Stochastic optimization in discrete time)," CESifo Working Paper Series 338, CESifo.
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Keywords
Stochastic optimal control; foreign debt; international finance; current account; vulnerability to external shocks;All these keywords.
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