A quasi-bounded model for Swiss Franc’s one-sided target zone during 2011-2015
Year of publication: |
2015
|
---|---|
Authors: | Hui, Cho H. ; Lo, C. F. ; Fong, T. |
Publisher: |
Hong Kong : Hong Kong Inst. for Monetary Research |
Subject: | Währung | Currency | Wechselkurs | Exchange rate | Zielzone | Target zone | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Schweiz | Switzerland | Schweizer Franken | Swiss franc |
-
Foreign exchange interventions under a one-sided target zone regime and the Swiss franc
Hertrich, Markus, (2020)
-
Swiss Franc’s One-Sided Target Zone During 2011-2015
Hui, Cho-Hoi, (2016)
-
Studer-Suter, Rahel, (2014)
- More ...
-
A Quasi-Bounded Target Zone Model - Theory and Application to Hong Kong Dollar
Lo, C. F., (2012)
-
Constant elasticity of variance option pricing model with time-dependent parameters
Lo, C. F., (2000)
-
Pricing double barrier options using Laplace transforms
Pelsser, Antoon André Jean, (2000)
- More ...