Regime switching affine processes with applications to finance (Q2308173): Difference between revisions

@@ Property / author @@
-M. R. H. Mandjes
@@ Property / author: M. R. H. Mandjes / rank @@
-Normal rank
@@ Property / author @@
-Erik M. M. Winands
@@ Property / author: Erik M. M. Winands / rank @@
-Normal rank
@@ Property / author @@
+M. R. H. Mandjes
@@ Property / author: M. R. H. Mandjes / rank @@
+Normal rank
@@ Property / author @@
+Erik M. M. Winands
@@ Property / author: Erik M. M. Winands / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00780-020-00419-2
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@@ Property / OpenAlex ID @@
+W3008721479
@@ Property / OpenAlex ID: W3008721479 / rank @@
+Normal rank
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+Estimate nothing
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+Affine processes and applications in finance
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