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

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-.1016/j.physa.2019.122702
@@ Property / DOI: 10.1016/j.physa.2019.122702 / rank @@
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+A time series model for an exchange rate in a target zone with applications
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+Stochastic Devaluation Risk and the Empirical Fit of Target-Zone Models
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+DERIVATIVE PRICING BASED ON THE EXCHANGE RATE IN A TARGET ZONE WITH REALIGNMENT
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+Pricing and Hedging Path-Dependent Options Under the CEV Process
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@@ Property / DOI @@
+.1016/J.PHYSA.2019.122702
@@ Property / DOI: 10.1016/J.PHYSA.2019.122702 / rank @@
+Normal rank