Closed-form solutions to stochastic process switching problems (Q952681): Difference between revisions

@@ 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/10.1016/j.jmateco.2007.09.002
+Normal rank
@@ Property / OpenAlex ID @@
+W2059582215
@@ Property / OpenAlex ID: W2059582215 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Investment with Costly Reversibility
@@ Property / cites work: Optimal Investment with Costly Reversibility / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Devaluation Risk and the Empirical Fit of Target-Zone Models
+Normal rank
@@ Property / cites work @@
+Q4714465
@@ Property / cites work: Q4714465 / rank @@
+Normal rank
@@ Property / cites work @@
+Brownian Excursions and Parisian Barrier Options
@@ Property / cites work: Brownian Excursions and Parisian Barrier Options / rank @@
+Normal rank
@@ Property / cites work @@
+Exchange rate regime credibility, the agency cost of capital and devaluation.
+Normal rank
@@ Property / cites work @@
+Super contact and related optimality conditions
@@ Property / cites work: Super contact and related optimality conditions / rank @@
+Normal rank
@@ Property / cites work @@
+A Model of Stochastic Process Switching
@@ Property / cites work: A Model of Stochastic Process Switching / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Process Switching: Some Simple Solutions
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Distributions of occupation times of Brownian motion with drift
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates
+Normal rank
@@ Property / cites work @@
+Solution to a Problem of Stochastic Process Switching
+Normal rank