Arbeitspapier
Markov-switching models for exchange-rate dynamics and the pricing of foreign-currency options
- Language
-
Englisch
- Bibliographic citation
-
Series: ZEW Discussion Papers ; No. 93-03
- Classification
-
Wirtschaft
- Event
-
Geistige Schöpfung
- (who)
-
Kaehler, Jürgen
Marnet, Volker
- Event
-
Veröffentlichung
- (who)
-
Zentrum für Europäische Wirtschaftsforschung (ZEW)
ZBW – Leibniz Information Centre for Economics
- (where)
-
Mannheim
- (when)
-
1993
- Handle
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Kaehler, Jürgen
- Marnet, Volker
- Zentrum für Europäische Wirtschaftsforschung (ZEW)
- ZBW – Leibniz Information Centre for Economics
Time of origin
- 1993
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An analytic approach for pricing American options with regime switching
Martingale approach in pricing and hedging European options under regime-switching
Four Essays on Markov-Switching DSGE and Markov-Switching VAR Models
Markov-switching proxy BVARs
A Markov Switching Cookbook
Markov-switching decision trees
The Markov switching ACD model
Markov-Switching und ifo Geschäftsklima
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The Argentinean Currency Crisis: A Markov-Switching Model Estimation
The Argentinean Currency Crisis : A Markov-Switching Model Estimation
Pricing Options on a Constrained Currency Index: Some Simulation Results
An analytic approach for pricing American options with regime switching
Martingale approach in pricing and hedging European options under regime-switching
Four Essays on Markov-Switching DSGE and Markov-Switching VAR Models
Markov-switching proxy BVARs
A Markov Switching Cookbook
Markov-switching decision trees
The Markov switching ACD model