Work

Numerical Solutions of a Markov-switching One-factor Volatility Model With Nonglobally Lipschitz Continuous Coefficients

Year: 2024

Type: article

Source: International Journal of Theoretical and Applied Finance

DOI: 10.1142/s0219024925500013

Author: EMMANUEL COFFIE

Institution: University of Liverpool

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4406036712

FWCI: 0.365

Cites: 19

Cited by: 1

Related to: 10