Pages that link to "Item:Q2308173"
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The following pages link to Regime switching affine processes with applications to finance (Q2308173):
Displaying 5 items.
- Affine processes and applications in finance (Q1425484) (← links)
- Markov-modulated affine processes (Q2080289) (← links)
- Continuous time processes for finance. Switching, self-exciting, fractional and other recent dynamics (Q2153594) (← links)
- DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS (Q5111484) (← links)
- Spike and hike modeling for interest rate derivatives: with an application to SOFR caplets (Q6657681) (← links)