Regime switching affine processes with applications to finance (Q2308173)

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Regime switching affine processes with applications to finance
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    title
    Regime switching affine processes with applications to finance (English)
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    author
    Misha van Beek
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    M. R. H. Mandjes
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    Peter Spreij
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    Erik M. M. Winands
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    publication date
    25 March 2020
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    zbMATH DE Number
    7182406
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    zbMATH Keywords
    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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