A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for Asset Prices
Crossref DOI link: https://doi.org/10.1007/s11009-018-9678-4
Published Online: 2018-10-06
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hainaut, Donatien http://orcid.org/0000-0002-7288-4808
Deelstra, Griselda
Text and Data Mining valid from 2018-10-06
Article History
Received: 9 November 2017
Accepted: 27 September 2018
First Online: 6 October 2018