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). 305 - 335.

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Item Type: Article
Depositing User: Symplectic Admin
Date Deposited: 23 Aug 2016 10:03
Last Modified: 21 Nov 2019 19:10
DOI: 10.1007/s10690-016-9219-5
URI: http://livrepository.liverpool.ac.uk/id/eprint/3003006
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