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The following pages link to Regime switching affine processes with applications to finance (Q2308173):

Displaying 3 items.

Markov-modulated affine processes (Q2080289) (← links)
DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS (Q5111484) (← links)
Spike and hike modeling for interest rate derivatives: with an application to SOFR caplets (Q6657681) (← links)

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