Pages that link to "Item:Q2824326"
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The following pages link to Semi-Markov regime switching interest rate models under minimal entropy martingale measure (Q2824326):
Displaying 4 items.
- New measure selection for Hunt-Devolder semi-Markov regime switching interest rate models (Q1782903) (← links)
- Non-extensive minimal entropy martingale measures and semi-Markov regime switching interest rate modeling (Q2132786) (← links)
- A semi-Markov modulated interest rate model (Q2637384) (← links)
- A semi-martingale representation for a semi-Markov chain with application to finance (Q4686487) (← links)