✦ LIBER ✦
A tale of two regimes: Theory and empirical evidence for a Markov-modulated jump diffusion model of equity returns and derivative pricing implications
✍ Scribed by Chang, Charles; Fuh, Cheng-Der; Lin, Shih-Kuei
- Book ID
- 121825704
- Publisher
- Elsevier Science
- Year
- 2013
- Tongue
- English
- Weight
- 910 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0378-4266
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