Multivariate Jacobi process with application to smooth transitions (Q292036)
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scientific article; zbMATH DE number 6591974
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Jacobi process with application to smooth transitions |
scientific article; zbMATH DE number 6591974 |
Statements
Multivariate Jacobi process with application to smooth transitions (English)
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10 June 2016
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Jacobi process
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regime switching
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stochastic volatility
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contingency table
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credit risk
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0.8581482
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0.8539719
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0.8525705
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0.8523408
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0.8505346
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0.8504336
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0.8501965
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