Transition probabilities in a problem of stochastic process switching (Q435792): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:15, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Transition probabilities in a problem of stochastic process switching |
scientific article |
Statements
Transition probabilities in a problem of stochastic process switching (English)
0 references
12 July 2012
0 references
absorption
0 references
derivative pricing
0 references
maximum likelihood estimation
0 references
stochastic process switching
0 references
transition probability
0 references