Constant elasticity of variance models with target zones

Keyphrases

• Target Zone 100%
• Constant Elasticity of Variance 100%
• Monte Carlo Simulation 33%
• Closed-form Expression 33%
• Transition Density 33%
• Computational Error 33%
• Reflecting Barrier 33%
• CEV Model 33%
• Foreign Exchange Rate 33%
• Spectral Expansion Method 33%

Engineering

• Elastic Constant 100%
• Illustrates 50%
• Closed Form Expression 50%

Economics, Econometrics and Finance

• Target Zone 100%
• Monte Carlo Simulation 33%
• Exchange Rate 33%