A Jump‐diffusion Model for Exchange Rates in a Target Zone

DOI10.1111/1467-9574.00170zbMath1075.91533MaRDI QIDQ4469534

No author found.

Publication date: 15 June 2004

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/portal/en/publications/a-jumpdiffusion-model-for-exchangerates-in-a-target-zone(54ce3db4-cdc3-48ad-b4c8-1ff4a3c8e611).html

Mathematics Subject Classification ID

90C90: Applications of mathematical programming

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J65: Brownian motion

91B24: Microeconomic theory (price theory and economic markets)

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