Statistical Method to Estimate Regime-Switching Levy Model

Julien Chevallier and Stéphane Goutte

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Date: 2015
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Published in Springer Proceedings in Mathematics & Statistics, édité par Steland A, Rafajlowicz E., Szajowski K., 122, Editions: Springer, pp.381-389, 2015, ISBN: 978-3-319-13880-0

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