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~person:"Drapeau, Samuel"
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Drapeau, Samuel
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On model robustness of the regime switching approach for pegged foreign exchange markets
Zhang, Yunbo
;
Drapeau, Samuel
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1371-1390
Persistent link: https://www.econbiz.de/10013367908
Saved in:
2
Pricing and hedging performance on pegged
FX
markets
based on a regime switching model
Zhang, Yunbo
;
Drapeau, Samuel
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 305-322
Persistent link: https://www.econbiz.de/10012424592
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