Some explicit expressions for GBM with Markovian switching and parameter estimations.
- Resource Type
- Journal
- Source
Communications in Statistics. Theory and Methods (Comm. Statist. Theory Methods) (20240101), 53, no.~3, 1091-1121. ISSN: 0361-0926 (print).eISSN: 1532-415X.- Subject
- Language
- English