Stochastic Process Switching: Some Simple Solutions (Q5753715)
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scientific article; zbMATH DE number 4189436
Language | Label | Description | Also known as |
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English | Stochastic Process Switching: Some Simple Solutions |
scientific article; zbMATH DE number 4189436 |
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Stochastic Process Switching: Some Simple Solutions (English)
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1991
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regulated Brownian motion
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regime-switching
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general exchange-rate model
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