Detecting mean reversion within reflecting barriers:...

Detecting mean reversion within reflecting barriers: application to the European Exchange Rate Mechanism

BALL, CLIFFORD A., ROMA, ANTONIO
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Volume:
5
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/135048698334709
Date:
March, 1998
File:
PDF, 247 KB
english, 1998
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