Explicit Computations for Some Markov Modulated Counting Processes (Q4976494): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: mftoolbox / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2340421802 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1604.02617 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied Probability and Queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3560912 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Credit risk: Modelling, valuation and hedging / rank
 
Normal rank
Property / cites work
 
Property / cites work: ANALYSIS OF MARKOV-MODULATED INFINITE-SERVER QUEUES IN THE CENTRAL-LIMIT REGIME / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov-modulated infinite-server queues with general service times / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL / rank
 
Normal rank
Property / cites work
 
Property / cites work: Affine processes and applications in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4323296 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Markov‐modulated Exponential‐affine Bond Price Formulae / rank
 
Normal rank
Property / cites work
 
Property / cites work: Term-structure models. A graduate course / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functions of Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of Markov-modulated diffusion processes with rapid switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov-modulated Ornstein–Uhlenbeck processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4778955 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On perpetual American put valuation and first-passage in a regime-switching model with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal dividend distribution under Markov regime switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3664151 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Software Reliability as an Application of Martingale & Filtering Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3923308 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Filtering, Prediction and Smoothing for Counting Process Observations, a Martingale Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hybrid switching diffusions. Properties and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model / rank
 
Normal rank

Latest revision as of 04:27, 14 July 2024

scientific article; zbMATH DE number 6754916
Language Label Description Also known as
English
Explicit Computations for Some Markov Modulated Counting Processes
scientific article; zbMATH DE number 6754916

    Statements

    Explicit Computations for Some Markov Modulated Counting Processes (English)
    0 references
    0 references
    0 references
    31 July 2017
    0 references
    Markov modulated counting process
    0 references
    Markov chain
    0 references
    regime switching
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references