Pricing and hedging performance on pegged FX markets based on a regime switching model
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Publication:4991077
DOI10.1080/14697688.2020.1776378zbMath1464.91074arXiv1910.08344OpenAlexW3046217872MaRDI QIDQ4991077
Publication date: 2 June 2021
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.08344
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Cites Work
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