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Article
Title:
On a Continuous Time Stock Price Model with Regime Switching, Delay, and Threshold
Authors:
Pedro Palhinhas Mota
(
U Nova
)
Manuel L. EsquÃvel
(
U Nova
)
Journal:
Quantitative Finance
Year:
2014
Volume:
14
Pages:
1479-1488
JEL code:
G12 - Asset Pricing; Trading volume; Bond Interest Rates
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