Pages that link to "Item:Q5245906"

The following pages link to On a continuous time stock price model with regime switching, delay, and threshold (Q5245906):

Displaying 7 items.

• Statistical estimation of the oscillating Brownian motion (Q1750094) (← links)
• Extreme at-the-money skew in a local volatility model (Q2274223) (← links)
• Analytic value function for optimal regime-switching pairs trading rules (Q4554446) (← links)
• Model selection for stock prices data (Q5138231) (← links)
• A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
• A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA (Q5384680) (← links)
• Synchronization of hybrid switching diffusions delayed networks via stochastic event-triggered control (Q6053360) (← links)