Pages that link to "Item:Q1822412"
From MaRDI portal
The following pages link to A diffusion model for exchange rates. I: Theoretical introduction (Q1822412):
Displaying 9 items.
- The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate (Q836062) (← links)
- Stochastic differential equations with diffusion and jumps modeling currency markets (Q845088) (← links)
- Pricing foreign exchange options under intervention by absorption modeling (Q1627677) (← links)
- A theory of exchange rate modeling (Q1907784) (← links)
- Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty (Q2016682) (← links)
- Diffusion equations and the time evolution of foreign exchange rates (Q2354796) (← links)
- A statistical analysis of the diffusion models for the exchange rate in a target zone (Q2886514) (← links)
- Model stability of foreign bank currency transactions (Q2897494) (← links)
- Parameter estimation for forward Kolmogorov equation with application to nonlinear exchange rate dynamics (Q3177104) (← links)