Regime switching affine processes with applications to finance
Crossref DOI link: https://doi.org/10.1007/s00780-020-00419-2
Published Online: 2020-02-21
Published Print: 2020-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
van Beek, Misha
Mandjes, Michel
Spreij, Peter
Winands, Erik
Text and Data Mining valid from 2020-02-21
Version of Record valid from 2020-02-21
Article History
Received: 21 December 2017
Accepted: 3 November 2019
First Online: 21 February 2020