Diffusion models for exchange rates in a target zone
Year of publication: |
2007
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Authors: | Stegenborg Larsen, Kristian ; Sørensen, Michael |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 17.2007, 2, p. 285-306
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Subject: | Devisenoption | Currency option | Zielzone | Target zone | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
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