Pages that link to "Item:Q3155280"
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The following pages link to A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process (Q3155280):
Displaying 4 items.
- Performance analysis for controlled semi-Markov systems with application to maintenance (Q639926) (← links)
- Semi-Markov migration process in a stochastic market in credit risk (Q2448226) (← links)
- Valuing credit default swap in a non-homogeneous semi-Markovian rating based model (Q2642592) (← links)
- Stylised facts of financial time series and hidden Markov models in continuous time (Q4683084) (← links)
