On the estimation of regime-switching Lévy models (Q2691688)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the estimation of regime-switching Lévy models |
scientific article |
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On the estimation of regime-switching Lévy models (English)
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30 March 2023
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jump-diffusion
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Lévy process
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Markov-switching model
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stochastic processes
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