THE VALUATION OF OPTIONS ON FOREIGN EXCHANGE RATE IN A TARGET ZONE (Q2806367)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE VALUATION OF OPTIONS ON FOREIGN EXCHANGE RATE IN A TARGET ZONE |
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THE VALUATION OF OPTIONS ON FOREIGN EXCHANGE RATE IN A TARGET ZONE (English)
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17 May 2016
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skew CIR
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foreign exchange rate
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target zone
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transition density
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first hitting time
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spectral expansion
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barrier and one-touch options
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