On the Price of Risk Under a Regime Switching CGMY Process



Asiimwe, Pious, Mahera, Charles Wilson and Menoukeu-Pamen, Olivier
(2016) On the Price of Risk Under a Regime Switching CGMY Process. Asia-Pacific Financial Markets, 23 (4). pp. 305-335.

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Item Type: Article
Depositing User: Symplectic Admin
Date Deposited: 23 Aug 2016 10:03
Last Modified: 19 Jan 2023 07:32
DOI: 10.1007/s10690-016-9219-5
Related URLs:
URI: https://livrepository.liverpool.ac.uk/id/eprint/3003006