Pages that link to "Item:Q2058268"
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The following pages link to A regime-switching model with applications to finance: Markovian and non-Markovian cases (Q2058268):
Displaying 9 items.
- A new approach to model regime switching (Q341901) (← links)
- Default Times in a Continuous-Time Markovian Regime Switching Model (Q3094223) (← links)
- (Q3570299) (← links)
- Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes (Q4818626) (← links)
- A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL (Q5265237) (← links)
- DP-solver: automating dynamic programming (Q6494345) (← links)
- Deep neural networks for probability of default modelling (Q6593214) (← links)
- A boundary control problem for stochastic 2D-Navier-Stokes equations (Q6644262) (← links)
- Optimizing substitution of two products model for exponentially increasing demand under inflation and shortages (Q6658898) (← links)