First-passage times of regime switching models (Q2251701)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First-passage times of regime switching models |
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First-passage times of regime switching models (English)
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15 July 2014
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regime switching Brownian motion
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Markov switching
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first-passage time
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first-exit time
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Wiener-Hopf factorization
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Laplace transform
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