A jump diffusion model for exchange rates in a target zone

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@article{b8fcda7b4b934607a2338477b871da7c,

title = "A jump diffusion model for exchange rates in a target zone",

author = "{de Jong}, F.C.J.M. and F.C. Drost and B.J.M. Werker",

note = "DP 9704 Pagination: 30",

year = "2001",

language = "English",

volume = "55",

pages = "269--299",

journal = "Statistica Neerlandica",

issn = "0039-0402",

publisher = "Wiley-Blackwell",

}