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Dynamics of a mean-reverting stochastic volatility equation with regime switching
Zhu, Yanling, Wang, Kai, Ren, YongLangue:
english
Journal:
Communications in Nonlinear Science and Numerical Simulation
DOI:
10.1016/j.cnsns.2019.105110
Date:
November, 2019
Fichier:
PDF, 885 KB
english, 2019