Detecting mean reversion within reflecting barriers: application to the European Exchange Rate Mechanism
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Publication:4541552
DOI10.1080/135048698334709zbMath1009.91050OpenAlexW2082243413MaRDI QIDQ4541552
Antonio Roma, Clifford A. Ball
Publication date: 4 September 2002
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/135048698334709
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