A bivariate mutually-excited switching jump diffusion (BMESJD) for asset prices (Q2176372)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bivariate mutually-excited switching jump diffusion (BMESJD) for asset prices |
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A bivariate mutually-excited switching jump diffusion (BMESJD) for asset prices (English)
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4 May 2020
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switching process
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self-excited process
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jump-diffusions
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