Weak convergence of Markov-modulated diffusion processes with rapid switching (Q2452781): Difference between revisions

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-.1016/j.spl.2013.12.013
@@ Property / DOI: 10.1016/j.spl.2013.12.013 / rank @@
-Normal rank
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+Stopping times and tightness
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+On Markov‐modulated Exponential‐affine Bond Price Formulae
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+Option Pricing With Markov-Modulated Dynamics
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+Normal rank
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+Large deviations for two scaled diffusions
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+Normal rank
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+Q3995465
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+Normal rank
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+Weak convergence of Markov-modulated random sequences
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+Q4693053
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+Normal rank
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+Q5297394
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+Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits
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+Hybrid switching diffusions. Properties and applications
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+Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
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@@ Property / DOI @@
+.1016/J.SPL.2013.12.013
@@ Property / DOI: 10.1016/J.SPL.2013.12.013 / rank @@
+Normal rank