Markov chain approximation and measure change for time-inhomogeneous stochastic processes (Q2662572)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov chain approximation and measure change for time-inhomogeneous stochastic processes |
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Markov chain approximation and measure change for time-inhomogeneous stochastic processes (English)
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14 April 2021
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CTMC
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time-inhomogeneous
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minimal relative entropy measure
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convergence
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option pricing
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