Price dynamics under stochastic process switching: some extensions and an application to EMU1
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of International Money and Finance.
Volume (Year): 18 (1999)
Issue (Month): 2 (February)
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Web page: http://www.elsevier.com/locate/inca/30443
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- Naszodi, Anna, 2011. "Exchange rate dynamics under state-contingent stochastic process switching," Journal of International Money and Finance, Elsevier, vol. 30(5), pages 896-908, September.
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- Gerrit Reher & Bernd Wilfling, 2010. "An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union," CQE Working Papers 1010, Center for Quantitative Economics (CQE), University of Muenster.
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