Regime switching affine processes with applications to finance (Q2308173): Difference between revisions
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Revision as of 01:42, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regime switching affine processes with applications to finance |
scientific article |
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Regime switching affine processes with applications to finance (English)
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25 March 2020
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affine processes
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regime switching
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Markov modulation
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Markov chain
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derivatives pricing
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