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A target zone model where the fundamentals follow a geometric Brownian motion
Cupidon, Jean René, (2016)
Can exchange rate dynamics in Krugman's target-zone model be directly tested?
Hui, Cho H., (2017)
Optimal portfolio liquidation in target zone models and catalytic superprocesses
Neuman, Eyal, (2016)
Rational expectations models : an approach using forward-backward stochastic differential equations
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Future expectations modeling, random coefficient forward-backward stochastic differential equations, and stochastic viscosity solutions
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Credit scoring : a constrained optimization framework with hybrid evolutionary feature selection
Lappas, Pantelis Z., (2021)