View in EDS HTML Full Text PDF Full Text

Markov-Modulated and Shifted Wishart Processes with Applications in Derivatives Pricing.

Saved in:
Bibliographic Details
Title: Markov-Modulated and Shifted Wishart Processes with Applications in Derivatives Pricing.
Authors: Faraz, Behzad-Hussein Azadie1 (AUTHOR), Arian, Hamid2 (AUTHOR), Escobar-Anel, Marcos3 (AUTHOR) marcos.escobar@uwo.ca
Source: International Journal of Financial Studies. Jun2025, Vol. 13 Issue 2, p91. 31p.
Database: Business Source Ultimate
Full text is not displayed to guests.
Description
ISSN:22277072
DOI:10.3390/ijfs13020091