Pages that link to "Item:Q5852563"
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The following pages link to Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process (Q5852563):
Displaying 11 items.
- Stability of a pure random delay system with two-time-scale Markovian switching (Q432478) (← links)
- Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time (Q1036925) (← links)
- Moment exponential stability of random delay systems with two-time-scale Markovian switching (Q1926221) (← links)
- A stochastic multiscale model for electricity generation capacity expansion (Q2255952) (← links)
- BSDEs with regime switching: weak convergence and applications (Q2257512) (← links)
- Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching (Q2356567) (← links)
- Asymptotic Expansions for Solutions of Systems of Kolmogorov Backward Equations of Two-Time-Scale Switching Jump Diffusions (Q2890077) (← links)
- Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes (Q4584277) (← links)
- Explicit Computations for Some Markov Modulated Counting Processes (Q4976494) (← links)
- DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS (Q5111484) (← links)
- PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS (Q5158756) (← links)
