Pages that link to "Item:Q5422634"
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The following pages link to DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE (Q5422634):
Displaying 30 items.
- Langevin diffusions on the torus: estimation and applications (Q122538) (← links)
- Polynomial diffusions and applications in finance (Q331360) (← links)
- A transformation approach to modelling multi-modal diffusions (Q393584) (← links)
- High-order approximation of Pearson diffusion processes (Q413731) (← links)
- Stochastic volatility and stochastic leverage (Q470516) (← links)
- Polynomial diffusions on compact quadric sets (Q511135) (← links)
- First order strong approximations of scalar SDEs defined in a domain (Q740810) (← links)
- On the singular control of exchange rates (Q827148) (← links)
- An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128) (← links)
- Testing diffusion processes for non-stationarity (Q1028540) (← links)
- Pricing foreign exchange options under intervention by absorption modeling (Q1627677) (← links)
- Wavelets-based estimation of nonlinear canonical analysis (Q1933355) (← links)
- Modeling the intraday electricity demand in Germany (Q1979678) (← links)
- Markov cubature rules for polynomial processes (Q1986009) (← links)
- Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes (Q2060664) (← links)
- Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball (Q2102112) (← links)
- The impact of randomness on the distribution of wealth: some economic aspects of the Wright-Fisher diffusion process (Q2145577) (← links)
- Transient dynamics of Pearson diffusions facilitates estimation of rate parameters (Q2207721) (← links)
- A Hoeffding's inequality for uniformly ergodic diffusion process (Q2322596) (← links)
- The signalling channel of central bank interventions: modelling the yen/US dollar exchange rate (Q2416068) (← links)
- Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
- On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
- A jump-diffusion model for the euro overnight rate (Q2893080) (← links)
- DERIVATIVE PRICING BASED ON THE EXCHANGE RATE IN A TARGET ZONE WITH REALIGNMENT (Q3100995) (← links)
- Multifractal Products of Stationary Diffusion Processes (Q3633137) (← links)
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
- Polynomial Jump-Diffusion Models (Q5119413) (← links)
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878) (← links)
- The Jarrow and Turnbull setting revisited (Q6644188) (← links)