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

@@ Property / arXiv ID @@
+.03020
@@ Property / arXiv ID: 1501.03020 / rank @@
+Normal rank
@@ Property / cites work @@
+Stopping times and tightness
@@ Property / cites work: Stopping times and tightness / rank @@
+Normal rank
@@ Property / cites work @@
+On Markov‐modulated Exponential‐affine Bond Price Formulae
+Normal rank
@@ Property / cites work @@
+Option Pricing With Markov-Modulated Dynamics
@@ Property / cites work: Option Pricing With Markov-Modulated Dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations for two scaled diffusions
@@ Property / cites work: Large deviations for two scaled diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3995465
@@ Property / cites work: Q3995465 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence of Markov-modulated random sequences
+Normal rank
@@ Property / cites work @@
+Q4693053
@@ Property / cites work: Q4693053 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5297394
@@ Property / cites work: Q5297394 / rank @@
+Normal rank
@@ Property / cites work @@
+Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits
+Normal rank
@@ Property / cites work @@
+Hybrid switching diffusions. Properties and applications
+Normal rank
@@ Property / cites work @@
+Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
+Normal rank