A MODEL OF STOCHASTIC-PROCESS SWITCHING

[1] BILSON JF, 1978, EC EXCHANGE RATES SE, pCH5

[2] FRENKEL J, 1980, J INT EC, V10, P249

[3] FRENKEL JA, 1978, EC EXCHANGE RATES SE, pCH1

[4] FORWARD EXCHANGE-RATES AS OPTIMAL PREDICTORS OF FUTURE SPOT RATES - AN ECONOMETRIC-ANALYSIS [J]. JOURNAL OF POLITICAL ECONOMY, 1980, 88 (05) : 829 - 853

[5] CONTINGENT-CLAIMS VALUATION OF CONVERTIBLE SECURITIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 4 (03) : 289 - 322

[6] KARLIN S, 1975, 1ST COURSE STOCHASTI

[7] Lucas RobertE., 1972, ECONOMETRICS PRICE D, P50

[8] Moggridge D, 1969, RETURN GOLD 1925

[9] MUSSA M, 1978, EC EXCHANGE RATES, pCH3

[10] Simmons G. F., 1972, DIFFERENTIAL EQUATIO

[1] BILSON JF, 1978, EC EXCHANGE RATES SE, pCH5

[2] FRENKEL J, 1980, J INT EC, V10, P249

[3] FRENKEL JA, 1978, EC EXCHANGE RATES SE, pCH1

[4] FORWARD EXCHANGE-RATES AS OPTIMAL PREDICTORS OF FUTURE SPOT RATES - AN ECONOMETRIC-ANALYSIS [J]. JOURNAL OF POLITICAL ECONOMY, 1980, 88 (05) : 829 - 853

[5] CONTINGENT-CLAIMS VALUATION OF CONVERTIBLE SECURITIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 4 (03) : 289 - 322

[6] KARLIN S, 1975, 1ST COURSE STOCHASTI

[7] Lucas RobertE., 1972, ECONOMETRICS PRICE D, P50

[8] Moggridge D, 1969, RETURN GOLD 1925

[9] MUSSA M, 1978, EC EXCHANGE RATES, pCH3

[10] Simmons G. F., 1972, DIFFERENTIAL EQUATIO