Pages that link to "Item:Q1724128"
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The following pages link to Integration by parts and martingale representation for a Markov chain (Q1724128):
Displaying 4 items.
- On a Markov chain approximation method for option pricing with regime switching (Q747024) (← links)
- Integration by parts for the single jump process (Q1186639) (← links)
- Multi-valued backward stochastic differential equations with regime switching (Q2142044) (← links)
- AN IMPROVEMENT OF MARKOVIAN INTEGRATION BY PARTS FORMULA AND APPLICATION TO SENSITIVITY COMPUTATION (Q5051176) (← links)