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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Official URL: http://dx.doi.org/10.1007/s10690-016-9219-5
Item Type: | Article |
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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 |
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