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

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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
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  Data: Markov-Modulated and Shifted Wishart Processes with Applications in Derivatives Pricing.
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        Value: 10.3390/ijfs13020091
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      – Code: eng
        Text: English
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        PageCount: 31
        StartPage: 91
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      – TitleFull: Markov-Modulated and Shifted Wishart Processes with Applications in Derivatives Pricing.
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              Text: Jun2025
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