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A target zone model where the fundamentals follow a geometric Brownian motion
Cupidon, Jean René, (2016)
Forward-rate target zones and exchange rate dynamics
Lin, Hwan-chyang, (2008)
Can one hear the shape of a target zone?
Arcand, Jean-Louis L., (2023)
Rational expectations models : an approach using forward-backward stochastic differential equations
Yannacopoulos, Athanasios N., (2008)
Decision making under model uncertainty : Fréchet-Wasserstein mean preferences
Petracou, Electra V., (2022)
Optimal Switching Decisions Under Stochastic Volatility with Fast Mean Reversion
Tsekrekos, Andrianos E., (2016)