Pages that link to "Item:Q2304045"
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The following pages link to Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (Q2304045):
Displaying 3 items.
- Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
- The Valuation of a Guaranteed Minimum Maturity Benefit under a Regime-Switching Framework (Q3385434) (← links)
- Quantized feedback stabilization of continuous-time Markov jump systems under asynchronous control (Q6583476) (← links)
