Diffusion models for exchange rates in a target zone

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Standard

Diffusion models for exchange rates in a target zone. / Sørensen, Michael; Larsen, Kristian Stegenborg.

I: Mathematical Finance, Bind 17, 2007, s. 285 - 306.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Sørensen, M & Larsen, KS 2007, 'Diffusion models for exchange rates in a target zone', Mathematical Finance, bind 17, s. 285 - 306.

APA

Sørensen, M., & Larsen, K. S. (2007). Diffusion models for exchange rates in a target zone. Mathematical Finance, 17, 285 - 306.

Vancouver

Sørensen M, Larsen KS. Diffusion models for exchange rates in a target zone. Mathematical Finance. 2007;17:285 - 306.

Author

Sørensen, Michael ; Larsen, Kristian Stegenborg. / Diffusion models for exchange rates in a target zone. I: Mathematical Finance. 2007 ; Bind 17. s. 285 - 306.

Bibtex

@article{0dd7c4c00f8e11ddbee902004c4f4f50,
title = "Diffusion models for exchange rates in a target zone",
author = "Michael S{\o}rensen and Larsen, {Kristian Stegenborg}",
year = "2007",
language = "English",
volume = "17",
pages = "285 -- 306",
journal = "Mathematical Finance",
issn = "0960-1627",
publisher = "Wiley-Blackwell",

}

RIS

TY - JOUR

T1 - Diffusion models for exchange rates in a target zone

AU - Sørensen, Michael

AU - Larsen, Kristian Stegenborg

PY - 2007

Y1 - 2007

M3 - Journal article

VL - 17

SP - 285

EP - 306

JO - Mathematical Finance

JF - Mathematical Finance

SN - 0960-1627

ER -

ID: 3750028