Pages that link to "Item:Q2637384"
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The following pages link to A semi-Markov modulated interest rate model (Q2637384):
Displaying 6 items.
- Estimation for discrete-time semi-Markov reward processes: analysis and inference (Q340132) (← links)
- New measure selection for Hunt-Devolder semi-Markov regime switching interest rate models (Q1782903) (← links)
- Markov-functional interest rate models. (Q2760400) (← links)
- Semi-Markov regime switching interest rate models under minimal entropy martingale measure (Q2824326) (← links)
- A semi-martingale representation for a semi-Markov chain with application to finance (Q4686487) (← links)
- Markov-functional interest rate models (Q5926473) (← links)