On stability of the Markov-modulated skew CIR process (Q899651): Difference between revisions

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+Markov-modulated jump-diffusions for currency option pricing
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+On Markov‐modulated Exponential‐affine Bond Price Formulae
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+The Term Structure of Interest Rates in a Hidden Markov Setting
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+Option Pricing With Markov-Modulated Dynamics
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+Q3923307
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+Stability of stochastic differential equations with Markovian switching
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+Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve
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+Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve
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+Skew Ornstein-Uhlenbeck processes and their financial applications
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+On the stability of jump-diffusions with Markovian switching
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+Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
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