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Constant elasticity of variance models with target zones
Liming Feng
, Pingping Jiang
, Yongjin Wang
Industrial and Enterprise Systems Engineering
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peer-review
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Dive into the research topics of 'Constant elasticity of variance models with target zones'. Together they form a unique fingerprint.
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Keyphrases
CEV Model
33%
Closed-form Expression
33%
Computational Error
33%
Constant Elasticity of Variance
100%
Foreign Exchange Rate
33%
Monte Carlo Simulation
33%
Reflecting Barrier
33%
Spectral Expansion Method
33%
Target Zone
100%
Transition Density
33%
Engineering
Closed Form Expression
50%
Elastic Constant
100%
Illustrates
50%
Economics, Econometrics and Finance
Exchange Rate
33%
Monte Carlo Simulation
33%
Target Zone
100%