A class of quadratic options for exchange rate stabilization
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Publication:2654411
DOI10.1016/j.jedc.2007.12.005zbMath1181.91210OpenAlexW3123267277MaRDI QIDQ2654411
Fernando Zapatero, Sangwon Suh
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2007.12.005
Macroeconomic theory (monetary models, models of taxation) (91B64) Derivative securities (option pricing, hedging, etc.) (91G20) Actuarial science and mathematical finance (91G99)
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