Regime switching affine processes with applications to finance (Q2308173): Difference between revisions
From MaRDI portal
Latest revision as of 03:20, 22 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Regime switching affine processes with applications to finance |
scientific article |
Statements
Regime switching affine processes with applications to finance (English)
0 references
25 March 2020
0 references
affine processes
0 references
regime switching
0 references
Markov modulation
0 references
Markov chain
0 references
derivatives pricing
0 references
0 references
0 references
0 references
0 references
0 references
0 references