A jump diffusion model for the European monetary system-Reference-Cited by-同舟云学术

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A jump diffusion model for the European monetary system

Published:1993-10 Issue:5 Volume:12 Page:475-492
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Ball Clifford A.,Roma Antonio

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference27 articles.

1. A Simplified Jump Process for Common Stock Returns;Ball;Journal of Financial and Quantitative Analysis,1983

2. On Jumps in Common Stocks Prices and their Impact on Call Option Pricing;Ball;Journal of Finance,1985

3. Managing Exchange Markets in the EMS with Free Capital;Bini;Banca Nazionale del Lavoro Quarterly Review,1989

4. Stock Prices: Random Versus Systematic Changes;Cootner,1964

5. The Theory of Stochastic Processes;Cox,1970

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