Pages that link to "Item:Q1624097"
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The following pages link to Ergodicity and first passage probability of regime-switching geometric Brownian motions (Q1624097):
Displaying 3 items.
- First-passage times of regime switching models (Q2251701) (← links)
- Some explicit expressions for GBM with Markovian switching and parameter estimations (Q6118234) (← links)
- PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)