Pages that link to "Item:Q538921"
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The following pages link to First passage time moments of jump-diffusions with Markovian switching (Q538921):
Displaying 6 items.
- A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' (Q479189) (← links)
- Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps (Q2671877) (← links)
- On the First Passage Time Under Regime-Switching with Jumps (Q4561943) (← links)
- First-passage problems for diffusion processes with state-dependent jumps (Q5081034) (← links)
- FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)
- (Q5359664) (← links)