Bounded Brownian Motion
Author:
Publisher
MDPI AG
Subject
Strategy and Management,Economics, Econometrics and Finance (miscellaneous),Accounting
Link
http://www.mdpi.com/2227-9091/5/4/61/pdf
Reference10 articles.
1. VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS
2. FX options in target zones
3. Valuing foreign currency options with a mean-reverting process: a study of Hong Kong dollar
4. Valuing foreign exchange rate derivatives with a bounded exchange process
5. Diffusion Processes and Their Sample Paths;Itô,1974
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