INTERNATIONAL RESERVE MANAGEMENT: A DRIFT‐SWITCHING REFLECTED JUMP‐DIFFUSION MODEL
Publisher: John Wiley & Sons Inc
E-ISSN: 1467-9965|28|1|409-446
ISSN: 0960-1627
Source: MATHEMATICAL FINANCE, Vol.28, Iss.1, 2018-01, pp. : 409-446
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Abstract