DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE (Q5422634)
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scientific article; zbMATH DE number 5205658
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE |
scientific article; zbMATH DE number 5205658 |
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DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE (English)
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29 October 2007
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currency options
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eigenfunctions
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estimating functions
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exchange rate
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Jacobi diffusion
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optimal estimation
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