CBI-time-changed Lévy processes for multi-currency modeling
Crossref DOI link: https://doi.org/10.1007/s10479-022-04982-z
Published Online: 2022-09-28
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fontana, Claudio http://orcid.org/0000-0002-9592-3873
Gnoatto, Alessandro
Szulda, Guillaume
Funding for this research was provided by:
Europlace Institute of Finance
Text and Data Mining valid from 2022-09-28
Version of Record valid from 2022-09-28
Article History
Accepted: 6 September 2022
First Online: 28 September 2022