On the Price of Risk under a Regime Switching CGMY Process



Menoukeu Pamen, OO, Asiimwe, P and Mahera, WC
(2016) On the Price of Risk under a Regime Switching CGMY Process. Asia-Pacific Financial Markets. ISSN 1573-6946

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Item Type: Article
Depositing User: Symplectic Admin
Date Deposited: 23 Aug 2016 10:03
Last Modified: 17 Mar 2017 01:10
DOI: 10.1007/s10690-016-9219-5
URI: http://livrepository.liverpool.ac.uk/id/eprint/3003006
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