On jump-diffusion processes with regime switching: martingale approach (Q3465401)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On jump-diffusion processes with regime switching: martingale approach |
scientific article |
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21 January 2016
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jump-diffusion process
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jump-telegraph process
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martingales
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relative entropy
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financial modeling
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math.PR
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