Pricing of the time-change risks
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Publication:543799
DOI10.1016/J.JEDC.2011.01.003zbMATH Open1231.91111OpenAlexW3124158955MaRDI QIDQ543799FDOQ543799
Ivan Shaliastovich, George Tauchen
Publication date: 17 June 2011
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2011.01.003
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