Pages that link to "Item:Q2000694"
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The following pages link to Change point dynamics for financial data: an indexed Markov chain approach (Q2000694):
Displaying 5 items.
- Order patterns, their variation and change points in financial time series and Brownian motion (Q2208381) (← links)
- Valuation of R\&D compound option using Markov chain approach (Q2240681) (← links)
- Semiparametric method for detecting multiple change points model in financial time series (Q5160204) (← links)
- Rapid detection of the switching point in a financial market structure using the particle filter (Q5219476) (← links)
- A semi-Markov approach to financial modelling during the COVID-19 pandemic (Q6609933) (← links)