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Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian; Sørensen, Michael - In: Mathematical finance : an international journal of … 17 (2007) 2, pp. 285-306
Persistent link: https://www.econbiz.de/10003543132
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Gram-Charlier methods, regime-switching and stochastic volatility in exponential Lévy models
Asmussen, Søren; Bladt, Mogens - In: Quantitative finance 22 (2022) 4, pp. 675-689
Persistent link: https://www.econbiz.de/10013367850