On jump-diffusion processes with regime switching: martingale approach (Q3465401)
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scientific article; zbMATH DE number 6534078
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| English | On jump-diffusion processes with regime switching: martingale approach |
scientific article; zbMATH DE number 6534078 |
Statements
21 January 2016
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jump-diffusion process
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jump-telegraph process
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martingales
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relative entropy
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financial modeling
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0.8305087089538574
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0.8287819027900696
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0.8242865204811096
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0.8206084966659546
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0.8131504654884338
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