A jump diffusion model for exchange rates in a target zone
de Jong,F.C.J.M. Drost,F.C. Werker,B.J.M.
de Jong,F.C.J.M.
Drost,F.C.
Werker,B.J.M.
Abstract
Description
DP 9704 Pagination: 30
Date
2001
Journal Title
Journal ISSN
Volume Title
Publisher
Research Projects
Organizational Units
Journal Issue
Keywords
Citation
de Jong, F C J M, Drost, F C & Werker, B J M 2001, 'A jump diffusion model for exchange rates in a target zone', Statistica Neerlandica, vol. 55, pp. 269-299.