Transition probabilities in a problem of stochastic process switching (Q435792)

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scientific article; zbMATH DE number 6055074
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    Transition probabilities in a problem of stochastic process switching
    scientific article; zbMATH DE number 6055074

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      Transition probabilities in a problem of stochastic process switching (English)
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      12 July 2012
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      absorption
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      derivative pricing
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      maximum likelihood estimation
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      stochastic process switching
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      transition probability
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