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20112026
most citedThe algebra of conditional sets and the concepts of conditional topology and compactness

42 citations · 108 across the 17 of their papers we have counts for

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q-fin.MF2019

Pricing and Hedging Performance on Pegged FX Markets Based on a Regime Switching Model

Samuel Drapeau, Yunbo Zhang

This paper investigates the hedging performance of pegged foreign exchange market in a regime switching (RS) model introduced in a recent paper by Drapeau, Wang and Wang (2019). We…