A target zone model where the fundamentals follow a geometric Brownian motion
Jean René Cupidon, Judex Hyppolite
| Year of publication: |
November 2016
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|---|---|
| Authors: | Cupidon, Jean René ; Hyppolite, Judex |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 6.2016, 5, p. 866-886
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| Subject: | Exchange Rates | Target Zone | Stochastic Differential Equations | Delay Differential Equations | Simulated Methods of Moments | Theorie | Theory | Stochastischer Prozess | Stochastic process | Wechselkurspolitik | Exchange rate policy | Zielzone | Target zone | Wechselkurs | Exchange rate | Analysis | Mathematical analysis | Simulation | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2016.65058 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011657698