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Tail behavior of stopped Lévy processes with Markov modulation
Beare, Brendan K.
;
Seo, Won-Ki
;
Akira Toda, Alexis
- In:
Econometric theory
38
(
2022
)
5
,
pp. 986-1013
Persistent link: https://www.econbiz.de/10013469688
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