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1 Ergebnisse
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The extension from independence to dependence between jump ..:
Lin, Shih-Kuei
;
Peng, Jin-Lung
;
Chao, Wei-Hsiung
.
The North American Journal of Economics and Finance. 37 (2016) - p. 217-235 , 2016
Link:
https://doi.org/10.1016/j.najef.2016.04.003
RT Journal T1
The extension from independence to dependence between jump frequency and jump size in Markov-modulated jump diffusion models
UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.najef.2016.04.003&Exemplar=1&LAN=DE A1 Lin, Shih-Kuei A1 Peng, Jin-Lung A1 Chao, Wei-Hsiung A1 Wu, An-Chi PB Elsevier BV YR 2016 SN 1062-9408 JF The North American Journal of Economics and Finance VO 37 SP 217 OP 235 LK http://dx.doi.org/https://doi.org/10.1016/j.najef.2016.04.003 DO https://doi.org/10.1016/j.najef.2016.04.003 SF ELIB - SuUB Bremen
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