Esquível, Manuel L.; Krasii, Nadezhda P.; Mota, Pedro P.; … - In: Risks : open access journal 11 (2023) 11, pp. 1-20
In this work, we present a rigorous development of a model for the Price-Volume relationship of transactions introduced in 2009. For this development, we rely on the precise formulation of diffusion auto-induced regime-switching models presented in our previous work of 2020. The auto-induced...
