On model robustness of the regime switching approach for pegged foreign exchange markets (Q5092650)
From MaRDI portal
scientific article; zbMATH DE number 7562215
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On model robustness of the regime switching approach for pegged foreign exchange markets |
scientific article; zbMATH DE number 7562215 |
Statements
On model robustness of the regime switching approach for pegged foreign exchange markets (English)
0 references
22 July 2022
0 references
FX markets
0 references
pegged exchange rates
0 references
regime switching
0 references
option pricing
0 references
calibration
0 references
