DERIVATIVE PRICING BASED ON THE EXCHANGE RATE IN A TARGET ZONE WITH REALIGNMENT (Q3100995)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DERIVATIVE PRICING BASED ON THE EXCHANGE RATE IN A TARGET ZONE WITH REALIGNMENT |
scientific article |
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DERIVATIVE PRICING BASED ON THE EXCHANGE RATE IN A TARGET ZONE WITH REALIGNMENT (English)
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22 November 2011
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target zone exchange rate
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currency derivative pricing
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bounded diffusion
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Markov chain
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realignment
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Jacobi diffusion
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