Multivariate Jacobi process with application to smooth transitions (Q292036): Difference between revisions

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Jacobi process
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regime switching
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stochastic volatility
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contingency table
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credit risk
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Revision as of 21:00, 27 June 2023

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Multivariate Jacobi process with application to smooth transitions
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    Multivariate Jacobi process with application to smooth transitions (English)
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    10 June 2016
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    Jacobi process
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    regime switching
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    stochastic volatility
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    contingency table
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    credit risk
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