Impulse control of interest rates

Keyphrases

• Interest Rates 100%
• Impulse Control 100%
• Central Bank 66%
• Long-term Interest Rates 66%
• Motivation 33%
• Stochastic Processes 33%
• Computational Methods 33%
• Change of Measure 33%
• Error Bound 33%
• Process Rate 33%
• Impulse Control Problem 33%
• Convergence Results 33%
• Optimal Control Strategy 33%
• Short Rate 33%
• Interest Rate Models 33%
• Stochastic Short Rate 33%
• Central Bank Intervention 33%
• Popular 33%

Economics, Econometrics and Finance

• Interest Rate 100%
• Central Bank 75%
• Optimal Control 25%