Markov regime switching of stochastic volatility Lévy model on approximation mode

DOI10.1155/2013/549304zbMath1397.62416DBLPjournals/jam/Intarasit13OpenAlexW1965845729WikidataQ59003001 ScholiaQ59003001MaRDI QIDQ1789998

Arthit Intarasit

Publication date: 10 October 2018

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/549304

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: hypothesis testing (62M02)

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