"The multivariate mixture dynamics model: shifted dynamics and correlation ..."

Damiano Brigo, Camilla Pisani, Francesco Rapisarda (2021)

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DOI: 10.1007/S10479-019-03239-6

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type: Journal Article

metadata version: 2024-11-24

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Damiano Brigo, Camilla Pisani, Francesco Rapisarda:
The multivariate mixture dynamics model: shifted dynamics and correlation skew. Ann. Oper. Res. 299(1): 1411-1435 (2021)

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