Pages that link to "Item:Q4685700"

The following pages link to Pricing derivatives in a regime switching market with time inhomogenous volatility (Q4685700):

Displaying 4 items.

• Wavelet-optimized compact finite difference method for convection-diffusion equations (Q2235338) (← links)
• Inference of binary regime models with jump discontinuities (Q6108879) (← links)
• Semimartingale representation of a class of semi-Markov dynamics (Q6204790) (← links)
• Regime recovery using implied volatility in Markov modulated market model (Q6580773) (← links)