Pages that link to "Item:Q2431715"
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The following pages link to A convergence result in the estimation of Markov chains with application to compound options (Q2431715):
Displaying 2 items.
- Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings (Q905225) (← links)
- Statistical inference for Markov chain European option : estimating the price, the bare risk and the theta by historical distributions of Markov chain (Q3567573) (← links)