Constant elasticity of variance models with target zones (Q2164570): Difference between revisions

@@ Property / DOI @@
-.1016/j.physa.2019.122702
@@ Property / DOI: 10.1016/j.physa.2019.122702 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.physa.2019.122702
+Normal rank
@@ Property / OpenAlex ID @@
+W2973915918
@@ Property / OpenAlex ID: W2973915918 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q127228737
@@ Property / Wikidata QID: Q127228737 / rank @@
+Normal rank
@@ Property / cites work @@
+A time series model for an exchange rate in a target zone with applications
+Normal rank
@@ Property / cites work @@
+Stochastic Devaluation Risk and the Empirical Fit of Target-Zone Models
+Normal rank
@@ Property / cites work @@
+DERIVATIVE PRICING BASED ON THE EXCHANGE RATE IN A TARGET ZONE WITH REALIGNMENT
+Normal rank
@@ Property / cites work @@
+Pricing and Hedging Path-Dependent Options Under the CEV Process
+Normal rank
@@ Property / cites work @@
+Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach
+Normal rank
@@ Property / cites work @@
+A survey and some generalizations of Bessel processes
+Normal rank
@@ Property / cites work @@
+First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers
+Normal rank
@@ Property / cites work @@
+Q3997769
@@ Property / cites work: Q3997769 / rank @@
+Normal rank
@@ Property / cites work @@
+A diffusion approximation for a Markovian queue with reneging
+Normal rank
@@ Property / cites work @@
+Elementary Solutions for Certain Parabolic Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+Q5332526
@@ Property / cites work: Q5332526 / rank @@
+Normal rank
@@ Property / cites work @@
+The Differential Equations of Birth-and-Death Processes, and the Stieltjes Moment Problem
+Normal rank
@@ Property / cites work @@
+On the transition densities for reflected diffusions
+Normal rank
@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3923307
@@ Property / cites work: Q3923307 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3259158
@@ Property / cites work: Q3259158 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong Solutions of Stochastic Differential Equations with Boundary Conditions
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.PHYSA.2019.122702
@@ Property / DOI: 10.1016/J.PHYSA.2019.122702 / rank @@
+Normal rank