Pages that link to "Item:Q4322043"
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The following pages link to Computing the invariant law of a fluid model (Q4322043):
Displayed 14 items.
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- Second-order fluid models with general boundary behaviour (Q928203) (← links)
- How do capital structure and economic regime affect fair prices of bank's equity and liabilities? (Q1615809) (← links)
- Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619) (← links)
- A note on the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation (Q1855425) (← links)
- A Markovian storage model (Q1921432) (← links)
- Structural pricing of CoCos and deposit insurance with regime switching and jumps (Q2036863) (← links)
- First-passage times of regime switching models (Q2251701) (← links)
- Stationary analysis of a fluid queue driven by some countable state space Markov chain (Q2475267) (← links)
- A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation (Q2494373) (← links)
- Weight splitting iteration methods to solve quadratic nonlinear matrix equation \(MY^2+NY+P=0\) (Q2684625) (← links)
- The Unified Frame of Alternating Direction Method of Multipliers for Three Classes of Matrix Equations Arising in Control Theory (Q4575102) (← links)
- Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application (Q4999834) (← links)
- A new two‐phase structure‐preserving doubling algorithm for critically singular <i>M</i>‐matrix algebraic Riccati equations (Q5739762) (← links)