INTERNATIONAL RESERVE MANAGEMENT: A DRIFT‐SWITCHING REFLECTED JUMP‐DIFFUSION MODEL
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Publication:4635046
DOI10.1111/mafi.12134zbMath1403.91308OpenAlexW3124037642MaRDI QIDQ4635046
Publication date: 13 April 2018
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/mafi.12134
shocksinternational reservesmanagement strategydrift switchingleptokurtic featurelimited capability of raising reservesreflected jump diffusion
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