Pages that link to "Item:Q4469534"
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The following pages link to A Jump‐diffusion Model for Exchange Rates in a Target Zone (Q4469534):
Displayed 21 items.
- On the singular control of exchange rates (Q827148) (← links)
- Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process (Q927361) (← links)
- Estimation of agent-based models: The case of an asymmetric herding model (Q1020510) (← links)
- Testing diffusion processes for non-stationarity (Q1028540) (← links)
- Pricing foreign exchange options under intervention by absorption modeling (Q1627677) (← links)
- Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps (Q1640054) (← links)
- Diffusion-type models with given marginal distribution and autocorrelation function (Q1781184) (← links)
- Modeling the intraday electricity demand in Germany (Q1979678) (← links)
- Markov cubature rules for polynomial processes (Q1986009) (← links)
- Estimation of the characteristics of a Lévy process (Q2270272) (← links)
- Estimating functions for jump-diffusions (Q2274300) (← links)
- On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
- THE VALUATION OF OPTIONS ON FOREIGN EXCHANGE RATE IN A TARGET ZONE (Q2806367) (← links)
- DERIVATIVE PRICING BASED ON THE EXCHANGE RATE IN A TARGET ZONE WITH REALIGNMENT (Q3100995) (← links)
- On model robustness of the regime switching approach for pegged foreign exchange markets (Q5092650) (← links)
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878) (← links)
- On the conditional default probability in a regulated market with jump risk (Q5400666) (← links)
- DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE (Q5422634) (← links)
- Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899409) (← links)
- Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899410) (← links)
- Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model (Q6098976) (← links)