Pages that link to "Item:Q2662572"
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The following pages link to Markov chain approximation and measure change for time-inhomogeneous stochastic processes (Q2662572):
Displaying 10 items.
- A general framework for time-changed Markov processes and applications (Q1622827) (← links)
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- The asymptotic behavior of the distribution of Markov moments in time-inhomogeneous Markov chains and its application to a discrete Cramér-Lundberg model (Q2817046) (← links)
- (Q3306194) (← links)
- Markov chain approximation of one-dimensional sticky diffusions (Q5022266) (← links)
- Inhomogeneous time change equations for Markov chains and their applications (Q5073876) (← links)
- A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
- Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation (Q6053120) (← links)
- Option pricing under a Markov-modulated Merton jump-diffusion dividend (Q6107581) (← links)
- Systemic infinitesimal over-dispersion on graphical dynamic models (Q6581688) (← links)
