Pages that link to "Item:Q3005163"
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The following pages link to Stochastic Processes with Age-Dependent Transition Rates (Q3005163):
Displaying 5 items.
- A system of non-local parabolic PDE and application to option pricing (Q2821911) (← links)
- Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes (Q4637645) (← links)
- Pricing derivatives in a regime switching market with time inhomogenous volatility (Q4685700) (← links)
- Inference of binary regime models with jump discontinuities (Q6108879) (← links)
- Semimartingale representation of a class of semi-Markov dynamics (Q6204790) (← links)
