Pages that link to "Item:Q4608109"
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The following pages link to ON SOME FUNCTIONALS OF THE FIRST PASSAGE TIMES IN MODELS WITH SWITCHING STOCHASTIC VOLATILITY (Q4608109):
Displaying 3 items.
- On the First Passage Time Under Regime-Switching with Jumps (Q4561943) (← links)
- On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)
- FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)