Griselda Deelstra
- Consistent asset modelling with random coefficients and switches between regimes
2024/01/18 by Felix L. Wolf, Wolf, Felix L., Griselda Deelstra +3 · 1 citation
Economics, Econometrics and Finance · #91G20 91G30 #Complex Systems and Time Series Analysis #Computational Finance (q-fin.CP) #FOS: Economics and business #Pricing of Securities (q-fin.PR) #Risk Management (q-fin.RM) #Stochastic processes and financial applications