The following pages link to (Q3945340):
Displayed 10 items.
- A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' (Q479189) (← links)
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- Wiener-Hopf factorisation of Brownian motion (Q1113212) (← links)
- A note on martingale inequalities for fluid models (Q1359693) (← links)
- Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619) (← links)
- First-passage times of regime switching models (Q2251701) (← links)
- The tax identity for Markov additive risk processes (Q2445485) (← links)
- A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation (Q2494373) (← links)
- Erlangian Approximations for Finite-Horizon Ruin Probabilities (Q4661663) (← links)
- Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application (Q4999834) (← links)