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

F.C.J.M. de Jong, F.C. Drost and B.J.M. Werker
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F.C.J.M. de Jong: Tilburg University, School of Economics and Management
F.C. Drost: Tilburg University, School of Economics and Management
B.J.M. Werker: Tilburg University, School of Economics and Management

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Date: 1997
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