Pages that link to "Item:Q3521273"
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The following pages link to Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models (Q3521273):
Displaying 9 items.
- Exact and approximate hidden Markov chain filters based on discrete observations (Q293595) (← links)
- Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization (Q1683121) (← links)
- Signal-to-noise matrix and model reduction in continuous-time hidden Markov models (Q2148921) (← links)
- Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (Q4641555) (← links)
- Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models (Q5031165) (← links)
- Estimating models based on Markov jump processes given fragmented observation series (Q5962989) (← links)
- Pricing European options under stochastic looping contagion risk model (Q6179935) (← links)
- Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations (Q6576843) (← links)
- Optimal refinancing strategy for mortgage rate with regime switching (Q6580694) (← links)
