Pages that link to "Item:Q4541552"
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The following pages link to Detecting mean reversion within reflecting barriers: application to the European Exchange Rate Mechanism (Q4541552):
Displayed 8 items.
- Classical ergodicity and modern portfolio theory (Q268148) (← links)
- Optimal portfolio liquidation in target zone models and catalytic superprocesses (Q287674) (← links)
- Spectral estimation for diffusions with random sampling times (Q311984) (← links)
- A central bank strategy for defending a currency peg (Q826751) (← links)
- Large deviations for the boundary local time of doubly reflected Brownian motion (Q2339560) (← links)
- One-Dimensional Reflected Diffusions with Two Boundaries and an Inverse First-Hitting Problem (Q2937462) (← links)
- On the transition densities for reflected diffusions (Q5694152) (← links)
- Protecting pegged currency markets from speculative investors (Q6078604) (← links)