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A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for Asset Prices

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Bibliographic reference Hainaut, Donatien ; Deelstra, Griselda. A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for Asset Prices. In: Methodology and Computing in Applied Probability, Vol. to appear (online first 06 October 2018), p. n/a-n/a
Permanent URL http://hdl.handle.net/2078.1/203985