First-passage times of regime switching models (Q2251701): 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 07:26, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First-passage times of regime switching models |
scientific article |
Statements
First-passage times of regime switching models (English)
0 references
15 July 2014
0 references
regime switching Brownian motion
0 references
Markov switching
0 references
first-passage time
0 references
first-exit time
0 references
Wiener-Hopf factorization
0 references
Laplace transform
0 references
