Multivariate Jacobi process with application to smooth transitions (Q292036)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Jacobi process with application to smooth transitions |
scientific article |
Statements
Multivariate Jacobi process with application to smooth transitions (English)
0 references
10 June 2016
0 references
Jacobi process
0 references
regime switching
0 references
stochastic volatility
0 references
contingency table
0 references
credit risk
0 references
0 references
0 references
0 references
