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"Consistent asset modelling with random coefficients and switches between ..."

Felix L. Wolf, Griselda Deelstra, Lech A. Grzelak (2024)

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DOI: 10.1016/J.MATCOM.2024.03.021

access: closed

type: Journal Article

metadata version: 2024-07-09

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Felix L. Wolf, Griselda Deelstra, Lech A. Grzelak:
Consistent asset modelling with random coefficients and switches between regimes. Math. Comput. Simul. 223: 65-85 (2024)

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