Pages that link to "Item:Q2304045"

The following pages link to Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (Q2304045):

Displaying 2 items.

• Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
• The Valuation of a Guaranteed Minimum Maturity Benefit under a Regime-Switching Framework (Q3385434) (← links)