PARAMETER ESTIMATION FOR A REGIME-SWITCHING MEAN-REVERTING MODEL WITH JUMPS
- 期刊名称International Journal of Theoretical and Applied Finance
- 作者WU, PING; ELLIOTT, ROBERT J.
- 卷第8卷
- 期第6期
- 印刷ISSN0219-0249
- 电子ISSN1793-6322
- 文件大小262.38KB
- 发表时间2005-09
- DOI10.1142/S0219024905003268
- 页码791-806
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