A Jump-Diffusion Model for Exchange-Rates in a Target Zone

Research output: Book/ReportReportProfessional

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Original languageEnglish
Place of PublicationBrussels
PublisherInstitut de Statistique - University of Brussels
Number of pages34
Publication statusPublished - 1997

Publication series

Name
No.9722

Cite this

de Jong, F.C.J.M. ; Drost, F.C. ; Werker, B.J.M. / A Jump-Diffusion Model for Exchange-Rates in a Target Zone. Brussels : Institut de Statistique - University of Brussels, 1997. 34 p.
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note = "Pagination: 34",
year = "1997",
language = "English",
publisher = "Institut de Statistique - University of Brussels",
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de Jong, FCJM, Drost, FC & Werker, BJM 1997, A Jump-Diffusion Model for Exchange-Rates in a Target Zone. Institut de Statistique - University of Brussels, Brussels.

A Jump-Diffusion Model for Exchange-Rates in a Target Zone. / de Jong, F.C.J.M.; Drost, F.C.; Werker, B.J.M.

Brussels : Institut de Statistique - University of Brussels, 1997. 34 p.

Research output: Book/ReportReportProfessional

TY - BOOK

T1 - A Jump-Diffusion Model for Exchange-Rates in a Target Zone

AU - de Jong, F.C.J.M.

AU - Drost, F.C.

AU - Werker, B.J.M.

N1 - Pagination: 34

PY - 1997

Y1 - 1997

M3 - Report

BT - A Jump-Diffusion Model for Exchange-Rates in a Target Zone

PB - Institut de Statistique - University of Brussels

CY - Brussels

ER -

de Jong FCJM, Drost FC, Werker BJM. A Jump-Diffusion Model for Exchange-Rates in a Target Zone. Brussels: Institut de Statistique - University of Brussels, 1997. 34 p.