On the Price of Risk Under a Regime Switching CGMY Process
Crossref DOI link: https://doi.org/10.1007/s10690-016-9219-5
Published Online: 2016-09-03
Published Print: 2016-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Asiimwe, Pious
Mahera, Charles Wilson
Menoukeu-Pamen, Olivier
Funding for this research was provided by:
London Mathematical Society (51305)
NORAD
License valid from 2016-09-03