Regime switching affine processes with applications to finance

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Publication year
2020
Author(s)
Beek, Misha van
Mandjes, M.
Spreij, P.
Winands, E.M.M.
Source
Finance and Stochastics, 24, 2, (2020), pp. 309-333
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Publication type
Article / Letter to editor
Please use this identifier to cite or link to this item: https://hdl.handle.net/2066/219361   https://hdl.handle.net/2066/219361
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