Derivative pricing based on the exchange rate in a target zone with realignment
Lijun Bo; Yongjin Wang; Xuewei Yang
| Year of publication: |
2011
|
|---|---|
| Authors: | Bo, Lijun ; Wang, Yongjin ; Yang, Xuewei |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 14.2011, 6, p. 945-956
|
| Subject: | Target zone exchange rate | currency derivative pricing | bounded diffusion | Markov chain | realignment | Jacobi diffusion | Wechselkurspolitik | Exchange rate policy | Optionspreistheorie | Option pricing theory | Währungsderivat | Currency derivative | Derivat | Derivative | Zielzone | Target zone | Markov-Kette | Wechselkurs | Exchange rate |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009380992