Pages that link to "Item:Q5157726"
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The following pages link to Some characterizations for the CIR model with Markov switching (Q5157726):
Displaying 6 items.
- On stability of the Markov-modulated skew CIR process (Q899651) (← links)
- Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching (Q1634887) (← links)
- Some characterizations for Brownian motion with Markov switching (Q2060874) (← links)
- A note on ergodicity for CIR model with Markov switching (Q5082619) (← links)
- Necessary and sufficient conditions for ergodicity of CIR type SDEs with Markov switching (Q5384788) (← links)
- Some explicit expressions for GBM with Markovian switching and parameter estimations (Q6118234) (← links)