Received: 28 March 2021   Accepted: 30 May 2021
DOI: 10.1111/mafi.12324

ORIGINAL ARTICLE


Protecting pegged currency markets from
speculative investors
Eyal Neuman1             Alexander Schied2
1Department of Mathematics, Imperial
College London, London, UK             Abstract
2Department of Statistics and Actuarial       We consider a stochastic game between a trader and a
Science, University of Waterloo, Waterloo,     central bank in a target zone market with a lower cur-
Canada
           ...