Pages that link to "Item:Q1624097"

The following pages link to Ergodicity and first passage probability of regime-switching geometric Brownian motions (Q1624097):

Displayed 2 items.

• Some explicit expressions for GBM with Markovian switching and parameter estimations (Q6118234) ‎ (← links)
• PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) ‎ (← links)