Title:

On a Continuous Time Stock Price Model with Regime Switching, Delay, and Threshold

Authors:

Pedro Palhinhas Mota (U Nova)
Manuel L. Esquível (U Nova)

Journal:

Quantitative Finance

Year:

2014

Volume:

14

Pages:

1479-1488

JEL code:

G12 - Asset Pricing; Trading volume; Bond Interest Rates