𝔖 Bobbio Scriptorium
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Currency crises with the threat of an interest rate defence

✍ Scribed by Tijmen R. Daniëls; Henk Jager; Franc Klaassen


Book ID
116659791
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
625 KB
Volume
85
Category
Article
ISSN
0022-1996

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📜 SIMILAR VOLUMES


A straightforward analytical calculation
✍ M. Vanneste; M.J. Goovaerts; A. De Schepper; J. Dhaene 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 305 KB

Starting from the moment generating function of the annuity certain with stochastic interest rate written by means of a time discretization of the Wiener process as an n-fold integral, a straightforward evaluation of the corresponding distribution function is obtained by letting n tend to infinity.