Modeling and control for foreign exchange based on a continuous time stochastic microstructure model
- Peng, H.
- Ozaki, T.
- Jimenez, J.C.
Proceedings:
Proceedings of the IEEE Conference on Decision and Control
ISSN: 0191-2216
Year of publication: 2002
Volume: 4
Pages: 4440-4445
Type: Conference paper