Regime switching affine processes with applications to finance (Q2308173): Difference between revisions

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Revision as of 21:46, 19 March 2024

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Regime switching affine processes with applications to finance
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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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