On the Price of Risk of the Underlying Markov Chain in a Regime-Switching Exponential Lévy Model
Crossref DOI link: https://doi.org/10.1007/s11009-014-9399-2
Published Online: 2014-04-24
Published Print: 2016-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Momeya, Romuald Hervé
Morales, Manuel
Text and Data Mining valid from 2014-04-24